+121.3%
WMB vs BAX
-18.0%
+139.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +7.8% | +0.1% | +7.7% | +7.8% |
| 30D | -5.1% | +4.1% | -9.2% | -5.2% |
| 3M | -4.7% | -4.5% | -0.2% | -4.5% |
| 6M | -7.4% | +49.2% | -56.6% | -9.2% |
| YTD | +17.5% | +35.2% | -17.8% | +15.3% |
| 1Y | +19.5% | +38.3% | -18.8% | +17.0% |
| 3Y | +121.3% | -19.0% | +140.3% | +120.9% |
| All | +121.3% | -18.0% | +139.3% | +120.9% |
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