+5,039.4%
WMB vs BDX
+6,371.9%
-1,332.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | +7.8% | +2.9% | +4.9% | +6.7% |
| 30D | -5.1% | +15.4% | -20.5% | -10.2% |
| 3M | -4.7% | +20.5% | -25.2% | -11.4% |
| 6M | -7.4% | +53.2% | -60.6% | -21.4% |
| YTD | +17.5% | +45.7% | -28.2% | +0.9% |
| 1Y | +19.5% | +47.3% | -27.8% | +2.1% |
| 3Y | +121.3% | +25.1% | +96.2% | +95.6% |
| 5Y | +200.5% | +27.4% | +173.1% | +160.2% |
| 10Y | +281.9% | +95.4% | +186.5% | +170.6% |
| All | +5,039.4% | +6,371.9% | -1,332.5% | +1,162.6% |
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