+259.9%
WMB vs BAX
-35.6%
+295.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +3.3% |
| 7D | -6.7% | +9.0% | -15.7% | -7.9% |
| 30D | -8.6% | +8.5% | -17.0% | -9.9% |
| 3M | -4.9% | -4.1% | -0.8% | -4.5% |
| 6M | -6.3% | +46.9% | -53.2% | -13.0% |
| YTD | +13.0% | +38.4% | -25.4% | +4.9% |
| 1Y | +14.9% | +47.0% | -32.1% | +5.4% |
| 3Y | +113.4% | -14.9% | +128.3% | +111.5% |
| 5Y | +190.2% | -62.5% | +252.7% | +255.4% |
| 10Y | +259.9% | -33.9% | +293.8% | +299.1% |
| All | +259.9% | -35.6% | +295.5% | +299.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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