+5,065.4%
WMB vs BDX
+6,303.0%
-1,237.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | +8.1% | +1.0% | +7.1% | +7.7% |
| 30D | -6.9% | +15.1% | -22.0% | -11.8% |
| 3M | -5.1% | +18.2% | -23.3% | -11.2% |
| 6M | -5.7% | +48.1% | -53.8% | -19.0% |
| YTD | +18.1% | +44.1% | -26.1% | +1.8% |
| 1Y | +18.4% | +46.4% | -28.0% | +1.4% |
| 3Y | +122.7% | +24.4% | +98.4% | +97.2% |
| 5Y | +202.0% | +26.1% | +176.0% | +162.5% |
| 10Y | +283.8% | +93.3% | +190.5% | +173.0% |
| All | +5,065.4% | +6,303.0% | -1,237.6% | +1,173.9% |
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