+58.7%
BMY vs WMB
+281.6%
-222.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.2% |
| 7D | -2.0% | +1.6% | -3.6% | -2.3% |
| 30D | +9.3% | -7.1% | +16.3% | +10.3% |
| 3M | -0.1% | -4.0% | +3.9% | +0.1% |
| 6M | +15.5% | -5.7% | +21.2% | +15.9% |
| YTD | +21.8% | +17.2% | +4.6% | +17.3% |
| 1Y | +34.9% | +17.2% | +17.7% | +29.8% |
| 3Y | +43.2% | +121.1% | -77.9% | +20.8% |
| 5Y | +30.7% | +197.2% | -166.5% | +3.1% |
| All | +58.7% | +281.6% | -222.8% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling