+259.9%
WMB vs BAH
+218.8%
+41.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.5% |
| 7D | -6.7% | -1.5% | -5.2% | -6.5% |
| 30D | -8.6% | +17.3% | -25.8% | -10.5% |
| 3M | -4.9% | +14.9% | -19.8% | -6.9% |
| 6M | -6.3% | +14.2% | -20.5% | -8.5% |
| YTD | +13.0% | +5.1% | +7.9% | +10.9% |
| 1Y | +14.9% | +2.1% | +12.8% | +13.2% |
| 3Y | +113.4% | -26.0% | +139.4% | +115.5% |
| 5Y | +190.2% | +9.0% | +181.2% | +164.3% |
| 10Y | +259.9% | +208.8% | +51.1% | +193.8% |
| All | +259.9% | +218.8% | +41.1% | +193.8% |
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