+967.7%
BX vs WMB
+569.4%
+398.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -4.4% | +0.6% | -5.0% | -4.7% |
| 30D | +0.1% | +3.3% | -3.2% | -1.7% |
| 3M | +16.0% | +3.1% | +12.9% | +13.4% |
| 6M | +21.6% | -0.7% | +22.3% | +20.4% |
| YTD | -8.9% | +25.2% | -34.1% | -19.7% |
| 1Y | -16.6% | +32.9% | -49.5% | -28.7% |
| 3Y | +43.3% | +140.6% | -97.2% | -8.2% |
| 5Y | +25.7% | +273.5% | -247.8% | -34.8% |
| 10Y | +689.5% | +334.2% | +355.3% | +246.2% |
| All | +967.7% | +569.4% | +398.4% | +83.7% |
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 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