+571.6%
WMB vs BB
+307.3%
+264.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -0.9% |
| 7D | -13.8% | +3.8% | -17.6% | -14.4% |
| 30D | -10.3% | -0.3% | -10.0% | -10.7% |
| 3M | -10.1% | -0.5% | -9.6% | -10.8% |
| 6M | -11.8% | +45.9% | -57.8% | -18.7% |
| YTD | +8.9% | +130.6% | -121.7% | -6.9% |
| 1Y | +14.0% | +89.2% | -75.2% | +0.1% |
| 3Y | +100.5% | +137.5% | -37.0% | +61.7% |
| 5Y | +179.5% | -20.9% | +200.4% | +155.8% |
| 10Y | +272.7% | +25.4% | +247.4% | +168.6% |
| All | +571.6% | +307.3% | +264.3% | +220.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling