+142.3%
WMB vs BAM
+61.4%
+80.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +0.6% | -2.0% | +2.5% | +0.9% |
| 30D | +3.3% | -2.9% | +6.2% | +3.7% |
| 3M | +3.1% | +9.4% | -6.3% | +0.8% |
| 6M | -0.7% | +10.8% | -11.5% | -3.6% |
| YTD | +25.2% | -0.4% | +25.6% | +24.4% |
| 1Y | +32.9% | -10.9% | +43.7% | +36.0% |
| All | +142.3% | +61.4% | +80.9% | +106.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling