+5,376.0%
WMB vs BDX
+5,351.6%
+24.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.7% | +0.7% |
| 7D | +0.6% | -2.5% | +3.1% | +1.5% |
| 30D | +3.3% | +8.3% | -5.0% | +0.2% |
| 3M | +3.1% | +24.4% | -21.3% | -5.2% |
| 6M | -0.7% | +9.2% | -9.9% | -4.6% |
| YTD | +25.2% | +22.7% | +2.4% | +14.9% |
| 1Y | +32.9% | +25.9% | +7.0% | +20.4% |
| 3Y | +140.6% | -10.5% | +151.0% | +141.2% |
| 5Y | +273.5% | +1.9% | +271.5% | +251.9% |
| 10Y | +334.2% | +58.7% | +275.5% | +233.4% |
| All | +5,376.0% | +5,351.6% | +24.4% | +1,337.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling