+133.3%
WMB vs BAM
+84.8%
+48.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.5% |
| 7D | +1.6% | -2.9% | +4.4% | +2.1% |
| 30D | -7.1% | +14.7% | -21.8% | -9.6% |
| 3M | -4.0% | -4.1% | +0.1% | -3.3% |
| 6M | -5.7% | +9.6% | -15.3% | -8.1% |
| YTD | +17.2% | +3.4% | +13.8% | +15.3% |
| 1Y | +17.2% | +1.0% | +16.2% | +15.9% |
| 3Y | +121.1% | +88.2% | +32.8% | +82.6% |
| All | +133.3% | +84.8% | +48.5% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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