+100.5%
WMB vs BBWI
-28.0%
+128.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | -0.2% |
| 7D | -13.8% | -6.2% | -7.6% | -13.7% |
| 30D | -10.3% | +19.9% | -30.3% | -10.8% |
| 3M | -10.1% | +7.1% | -17.2% | -10.4% |
| 6M | -11.8% | +13.7% | -25.5% | -12.5% |
| YTD | +8.9% | +9.6% | -0.6% | +8.1% |
| 1Y | +14.0% | -1.6% | +15.6% | +13.6% |
| 3Y | +100.5% | -25.9% | +126.4% | +99.2% |
| All | +100.5% | -28.0% | +128.6% | +99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling