+24.3%
BX vs WMB
+282.7%
-258.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.3% | -3.9% | -2.8% |
| 7D | -2.0% | +0.8% | -2.8% | -2.4% |
| 30D | -2.3% | +7.7% | -10.0% | -6.4% |
| 3M | +18.5% | +6.7% | +11.8% | +13.2% |
| 6M | +23.7% | +3.6% | +20.1% | +19.4% |
| YTD | -10.4% | +28.0% | -38.4% | -24.5% |
| 1Y | -19.6% | +37.6% | -57.2% | -35.7% |
| 3Y | +30.8% | +149.0% | -118.2% | -29.7% |
| 5Y | +24.3% | +285.3% | -261.0% | -44.7% |
| All | +24.3% | +282.7% | -258.3% | -44.7% |
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