+302.1%
WMB vs BP
+126.3%
+175.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.2% | +0.9% |
| 7D | +0.8% | +0.9% | -0.1% | +0.3% |
| 30D | +7.7% | +9.1% | -1.4% | +2.5% |
| 3M | +6.7% | +3.9% | +2.8% | +3.7% |
| 6M | +3.6% | +13.6% | -10.0% | -5.0% |
| YTD | +28.0% | +34.0% | -6.0% | +6.3% |
| 1Y | +37.6% | +39.2% | -1.6% | +11.3% |
| 3Y | +149.0% | +36.4% | +112.6% | +97.2% |
| 5Y | +285.3% | +135.8% | +149.5% | +106.7% |
| 10Y | +302.1% | +125.0% | +177.0% | +91.2% |
| All | +302.1% | +126.3% | +175.8% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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