-11.8%
WMB vs BBWI
+16.7%
-28.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | -0.5% |
| 7D | -13.8% | -6.2% | -7.6% | -14.1% |
| 30D | -10.3% | +19.9% | -30.3% | -9.3% |
| 3M | -10.1% | +7.1% | -17.2% | -10.4% |
| 6M | -11.8% | +13.7% | -25.5% | -11.0% |
| All | -11.8% | +16.7% | -28.5% | -11.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling