+605.8%
WMB vs BG
+1,131.5%
-525.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.6% |
| 7D | +0.6% | +2.8% | -2.2% | -0.7% |
| 30D | +3.3% | +12.0% | -8.8% | -2.0% |
| 3M | +3.1% | -7.7% | +10.8% | +6.1% |
| 6M | -0.7% | +4.5% | -5.2% | -4.0% |
| YTD | +25.2% | +35.7% | -10.5% | +7.4% |
| 1Y | +32.9% | +50.1% | -17.2% | +7.8% |
| 3Y | +140.6% | +12.6% | +127.9% | +114.8% |
| 5Y | +273.5% | +75.4% | +198.0% | +161.7% |
| 10Y | +334.2% | +150.5% | +183.7% | +134.9% |
| All | +605.8% | +1,131.5% | -525.7% | +96.8% |
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