+100.5%
WMB vs BAX
-19.9%
+120.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -13.8% | +12.1% | -25.9% | -14.0% |
| 30D | -10.3% | +7.6% | -17.9% | -10.5% |
| 3M | -10.1% | -4.5% | -5.6% | -9.8% |
| 6M | -11.8% | +52.0% | -63.9% | -13.7% |
| YTD | +8.9% | +35.1% | -26.2% | +6.9% |
| 1Y | +14.0% | +43.7% | -29.7% | +11.3% |
| 3Y | +100.5% | -20.9% | +121.5% | +98.0% |
| All | +100.5% | -19.9% | +120.5% | +98.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling