+30.8%
BX vs WMB
+148.7%
-117.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.3% | -3.9% | -2.5% |
| 7D | -2.0% | +0.8% | -2.8% | -2.3% |
| 30D | -2.3% | +7.7% | -10.0% | -5.4% |
| 3M | +18.5% | +6.7% | +11.8% | +14.3% |
| 6M | +23.7% | +3.6% | +20.1% | +20.3% |
| YTD | -10.4% | +28.0% | -38.4% | -23.0% |
| 1Y | -19.6% | +37.6% | -57.2% | -34.2% |
| 3Y | +30.8% | +149.0% | -118.2% | -21.6% |
| All | +30.8% | +148.7% | -117.9% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling