+121.3%
WMB vs BB
+147.9%
-26.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.4% |
| 7D | +7.8% | +1.8% | +6.0% | +7.7% |
| 30D | -5.1% | +8.1% | -13.2% | -5.4% |
| 3M | -4.7% | -1.0% | -3.7% | -4.8% |
| 6M | -7.4% | +45.9% | -53.3% | -9.2% |
| YTD | +17.5% | +134.8% | -117.4% | +12.4% |
| 1Y | +19.5% | +104.6% | -85.1% | +15.1% |
| 3Y | +121.3% | +152.8% | -31.6% | +103.3% |
| All | +121.3% | +147.9% | -26.6% | +103.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling