+128.4%
WMB vs BAM
+88.1%
+40.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.7% |
| 7D | -6.9% | +5.0% | -11.9% | -7.8% |
| 30D | -7.2% | +16.6% | -23.8% | -10.0% |
| 3M | -5.4% | +2.2% | -7.6% | -6.0% |
| 6M | -4.9% | +9.7% | -14.5% | -7.1% |
| YTD | +14.7% | +5.2% | +9.5% | +12.5% |
| 1Y | +14.7% | +3.9% | +10.8% | +12.8% |
| 3Y | +116.4% | +91.5% | +24.8% | +78.2% |
| All | +128.4% | +88.1% | +40.3% | +86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling