+270.9%
WMB vs BDX
-3.5%
+274.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.8% |
| 7D | -1.7% | -5.4% | +3.8% | -0.8% |
| 30D | +0.7% | -2.2% | +2.9% | +1.0% |
| 3M | +1.5% | +20.1% | -18.6% | -1.9% |
| 6M | +0.1% | +9.1% | -9.0% | -1.7% |
| YTD | +22.9% | +17.9% | +5.0% | +18.8% |
| 1Y | +27.9% | +22.1% | +5.8% | +22.6% |
| 3Y | +139.1% | -10.5% | +149.7% | +147.1% |
| 5Y | +270.9% | -2.6% | +273.5% | +263.8% |
| All | +270.9% | -3.5% | +274.4% | +263.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling