+560.8%
WMB vs BG
+940.3%
-379.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.8% |
| 7D | +1.6% | +3.4% | -1.8% | +0.1% |
| 30D | -7.1% | -3.8% | -3.3% | -5.8% |
| 3M | -4.0% | -9.6% | +5.6% | -0.3% |
| 6M | -5.7% | -19.5% | +13.8% | +2.2% |
| YTD | +17.2% | +14.6% | +2.6% | +7.7% |
| 1Y | +17.2% | +6.6% | +10.6% | +11.0% |
| 3Y | +121.1% | +4.7% | +116.4% | +102.6% |
| 5Y | +197.2% | +22.1% | +175.1% | +145.0% |
| 10Y | +280.9% | +109.2% | +171.8% | +123.3% |
| All | +560.8% | +940.3% | -379.5% | +97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling