-1.2%
BSX vs WMB
+282.7%
-283.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.3% | -8.2% | -6.5% |
| 7D | -6.4% | +0.8% | -7.2% | -6.7% |
| 30D | -8.8% | +7.7% | -16.5% | -10.8% |
| 3M | -7.6% | +6.7% | -14.3% | -9.7% |
| 6M | -37.0% | +3.6% | -40.6% | -37.9% |
| YTD | -52.8% | +28.0% | -80.8% | -56.2% |
| 1Y | -58.4% | +37.6% | -96.0% | -62.3% |
| 3Y | -16.5% | +149.0% | -165.5% | -35.1% |
| 5Y | -1.2% | +285.3% | -286.5% | -29.0% |
| All | -1.2% | +282.7% | -283.8% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling