+642.5%
WMB vs BAH
+1,056.2%
-413.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.2% | +0.6% |
| 7D | -13.8% | -3.5% | -10.3% | -13.2% |
| 30D | -10.3% | +24.3% | -34.6% | -14.5% |
| 3M | -10.1% | +16.3% | -26.4% | -13.3% |
| 6M | -11.8% | +13.6% | -25.4% | -15.2% |
| YTD | +8.9% | +3.5% | +5.5% | +5.8% |
| 1Y | +14.0% | +2.7% | +11.3% | +10.7% |
| 3Y | +100.5% | -26.6% | +127.1% | +103.2% |
| 5Y | +179.5% | +8.5% | +171.0% | +148.6% |
| 10Y | +272.7% | +225.1% | +47.7% | +126.3% |
| All | +642.5% | +1,056.2% | -413.7% | +176.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling