+302.1%
WMB vs BAH
+182.5%
+119.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.4% |
| 7D | +0.8% | -4.3% | +5.1% | +1.4% |
| 30D | +7.7% | -4.5% | +12.2% | +8.3% |
| 3M | +6.7% | -7.6% | +14.3% | +7.6% |
| 6M | +3.6% | -10.6% | +14.2% | +4.7% |
| YTD | +28.0% | -12.6% | +40.6% | +28.9% |
| 1Y | +37.6% | -27.0% | +64.6% | +42.6% |
| 3Y | +149.0% | -31.5% | +180.5% | +151.7% |
| 5Y | +285.3% | -3.8% | +289.1% | +255.0% |
| 10Y | +302.1% | +183.9% | +118.1% | +209.7% |
| All | +302.1% | +182.5% | +119.5% | +209.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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