+121.3%
WMB vs BDX
+25.0%
+96.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.5% |
| 7D | +7.8% | +2.9% | +4.9% | +7.7% |
| 30D | -5.1% | +15.4% | -20.5% | -5.6% |
| 3M | -4.7% | +20.5% | -25.2% | -5.6% |
| 6M | -7.4% | +53.2% | -60.6% | -10.1% |
| YTD | +17.5% | +45.7% | -28.2% | +14.5% |
| 1Y | +19.5% | +47.3% | -27.8% | +16.3% |
| 3Y | +121.3% | +25.1% | +96.2% | +123.0% |
| All | +121.3% | +25.0% | +96.3% | +123.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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