+635.8%
BX vs WMB
+282.5%
+353.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | +0.6% | +7.8% | -7.2% | -2.6% |
| 30D | +14.2% | -5.1% | +19.3% | +15.8% |
| 3M | -18.7% | -4.7% | -14.0% | -18.0% |
| 6M | +2.5% | -7.4% | +9.9% | +4.0% |
| YTD | -18.8% | +17.5% | -36.3% | -26.8% |
| 1Y | -10.3% | +19.5% | -29.8% | -19.8% |
| 3Y | +35.4% | +121.3% | -85.9% | -9.2% |
| 5Y | +0.3% | +200.5% | -200.3% | -40.9% |
| All | +635.8% | +282.5% | +353.3% | +264.0% |
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 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