+281.4%
WMB vs BG
+111.0%
+170.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.1% |
| 7D | +7.8% | +2.6% | +5.2% | +6.9% |
| 30D | -5.1% | -6.7% | +1.6% | -2.9% |
| 3M | -4.7% | -9.3% | +4.5% | -1.9% |
| 6M | -7.4% | -18.3% | +10.9% | -1.6% |
| YTD | +17.5% | +16.2% | +1.3% | +8.9% |
| 1Y | +19.5% | +7.6% | +11.9% | +13.9% |
| 3Y | +121.3% | +6.6% | +114.7% | +105.5% |
| 5Y | +200.5% | +22.2% | +178.3% | +154.3% |
| All | +281.4% | +111.0% | +170.4% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling