+122.4%
WMB vs BAH
-26.6%
+149.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +8.1% | -2.6% | +10.6% | +8.0% |
| 30D | -6.9% | +20.4% | -27.2% | -6.8% |
| 3M | -5.1% | +11.9% | -16.9% | -5.0% |
| 6M | -5.7% | +17.1% | -22.8% | -5.6% |
| YTD | +18.1% | +5.5% | +12.5% | +18.3% |
| 1Y | +18.4% | +5.6% | +12.8% | +18.6% |
| All | +122.4% | -26.6% | +149.0% | +121.2% |
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