+302.1%
WMB vs BBWI
-56.0%
+358.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.1% | +5.4% | +2.8% |
| 7D | +0.8% | +1.6% | -0.8% | +0.5% |
| 30D | +7.7% | -6.2% | +13.9% | +8.6% |
| 3M | +6.7% | +4.3% | +2.4% | +5.2% |
| 6M | +3.6% | -7.2% | +10.8% | +3.2% |
| YTD | +28.0% | -3.0% | +31.0% | +25.8% |
| 1Y | +37.6% | -30.8% | +68.4% | +41.8% |
| 3Y | +149.0% | -43.4% | +192.4% | +154.6% |
| 5Y | +285.3% | -66.7% | +352.0% | +320.5% |
| 10Y | +302.1% | -55.7% | +357.7% | +199.8% |
| All | +302.1% | -56.0% | +358.0% | +199.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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