+100.5%
WMB vs BAH
-26.3%
+126.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.2% | -0.3% |
| 7D | -13.8% | -3.5% | -10.3% | -13.8% |
| 30D | -10.3% | +24.3% | -34.6% | -10.3% |
| 3M | -10.1% | +16.3% | -26.4% | -10.0% |
| 6M | -11.8% | +13.6% | -25.4% | -11.7% |
| YTD | +8.9% | +3.5% | +5.5% | +9.2% |
| 1Y | +14.0% | +2.7% | +11.3% | +14.2% |
| 3Y | +100.5% | -26.6% | +127.1% | +98.6% |
| All | +100.5% | -26.3% | +126.8% | +98.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling