+313.2%
WMB vs BAX
-37.8%
+351.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.6% |
| 7D | 0.0% | -5.1% | +5.1% | +0.8% |
| 30D | +4.6% | -12.2% | +16.8% | +6.8% |
| 3M | +5.7% | +21.8% | -16.1% | +1.7% |
| 6M | +4.2% | +36.3% | -32.1% | -2.1% |
| YTD | +26.8% | +27.8% | -1.0% | +19.6% |
| 1Y | +34.7% | -0.1% | +34.7% | +32.7% |
| 3Y | +146.8% | -33.3% | +180.1% | +158.5% |
| 5Y | +285.0% | -67.1% | +352.1% | +384.8% |
| 10Y | +313.2% | -36.9% | +350.1% | +340.1% |
| All | +313.2% | -37.8% | +351.0% | +340.1% |
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