+4,918.1%
WMB vs BAX
+923.3%
+3,994.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -6.9% | +3.6% | -10.6% | -8.0% |
| 30D | -7.2% | +8.5% | -15.7% | -10.0% |
| 3M | -5.4% | -4.9% | -0.6% | -4.7% |
| 6M | -4.9% | +47.0% | -51.9% | -17.4% |
| YTD | +14.7% | +38.4% | -23.7% | -0.4% |
| 1Y | +14.7% | +49.1% | -34.4% | -3.0% |
| 3Y | +116.4% | -14.9% | +131.3% | +109.0% |
| 5Y | +198.5% | -63.1% | +261.7% | +277.9% |
| 10Y | +266.3% | -35.6% | +301.9% | +260.6% |
| All | +4,918.1% | +923.3% | +3,994.8% | +2,054.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling