+302.1%
WMB vs BB
+3.3%
+298.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +2.0% |
| 7D | +0.8% | +0.5% | +0.3% | +0.7% |
| 30D | +7.7% | -12.4% | +20.1% | +9.1% |
| 3M | +6.7% | -15.3% | +22.0% | +7.7% |
| 6M | +3.6% | +128.8% | -125.1% | -7.7% |
| YTD | +28.0% | +107.7% | -79.7% | +15.2% |
| 1Y | +37.6% | +103.9% | -66.3% | +23.5% |
| 3Y | +149.0% | +72.6% | +76.4% | +119.6% |
| 5Y | +285.3% | -24.3% | +309.6% | +267.7% |
| 10Y | +302.1% | +3.1% | +298.9% | +158.3% |
| All | +302.1% | +3.3% | +298.8% | +158.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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