+13.0%
WMB vs BAX
+47.2%
-34.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +3.8% |
| 7D | -6.7% | +9.0% | -15.7% | -6.3% |
| 30D | -8.6% | +8.5% | -17.0% | -8.2% |
| 3M | -4.9% | -4.1% | -0.8% | -4.6% |
| 6M | -6.3% | +46.9% | -53.2% | -6.6% |
| YTD | +13.0% | +38.4% | -25.4% | +12.2% |
| All | +13.0% | +47.2% | -34.2% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling