+4,666.7%
WMB vs BBWI
+1,142.2%
+3,524.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.5% |
| 7D | -13.8% | -6.2% | -7.6% | -12.6% |
| 30D | -10.3% | +19.9% | -30.3% | -14.5% |
| 3M | -10.1% | +7.1% | -17.2% | -12.5% |
| 6M | -11.8% | +13.7% | -25.5% | -16.6% |
| YTD | +8.9% | +9.6% | -0.6% | +2.2% |
| 1Y | +14.0% | -1.6% | +15.6% | +8.1% |
| 3Y | +100.5% | -25.9% | +126.4% | +91.1% |
| 5Y | +179.5% | -67.8% | +247.3% | +211.3% |
| 10Y | +272.7% | -43.5% | +316.2% | +191.9% |
| All | +4,666.7% | +1,142.2% | +3,524.5% | +1,363.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling