+29.4%
WMB vs BIYA
-99.8%
+129.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.1% |
| 7D | +0.6% | +1.3% | -0.8% | +0.6% |
| 30D | +3.3% | -21.0% | +24.2% | +3.3% |
| 3M | +3.1% | -74.3% | +77.4% | +3.8% |
| 6M | -0.7% | -84.6% | +83.9% | -0.8% |
| YTD | +25.2% | -94.2% | +119.3% | +26.5% |
| 1Y | +32.9% | -98.2% | +131.1% | +36.7% |
| All | +29.4% | -99.8% | +129.2% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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