+100.5%
WMB vs BB
+132.4%
-31.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -0.4% |
| 7D | -13.8% | +3.8% | -17.6% | -13.9% |
| 30D | -10.3% | -0.3% | -10.0% | -10.3% |
| 3M | -10.1% | -0.5% | -9.6% | -10.1% |
| 6M | -11.8% | +45.9% | -57.8% | -13.6% |
| YTD | +8.9% | +130.6% | -121.7% | +4.3% |
| 1Y | +14.0% | +89.2% | -75.2% | +10.3% |
| 3Y | +100.5% | +137.5% | -37.0% | +88.1% |
| All | +100.5% | +132.4% | -31.9% | +88.1% |
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