+870.1%
BX vs WMB
+513.4%
+356.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.9% |
| 7D | +3.7% | -6.9% | +10.6% | +6.9% |
| 30D | +8.2% | -7.2% | +15.4% | +11.0% |
| 3M | -12.7% | -5.4% | -7.3% | -11.5% |
| 6M | +1.0% | -4.9% | +5.8% | +1.2% |
| YTD | -17.2% | +14.7% | -31.9% | -24.7% |
| 1Y | -11.6% | +14.7% | -26.3% | -19.6% |
| 3Y | +36.8% | +116.4% | -79.6% | -8.8% |
| 5Y | +4.8% | +198.5% | -193.7% | -40.0% |
| 10Y | +672.8% | +266.3% | +406.5% | +265.3% |
| All | +870.1% | +513.4% | +356.7% | +72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling