+259.9%
WMB vs BP
+132.1%
+127.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.6% |
| 7D | -6.7% | -6.9% | +0.2% | -2.9% |
| 30D | -8.6% | -3.6% | -5.0% | -6.7% |
| 3M | -4.9% | +8.4% | -13.4% | -9.4% |
| 6M | -6.3% | +5.3% | -11.6% | -10.0% |
| YTD | +13.0% | +33.2% | -20.2% | -6.1% |
| 1Y | +14.9% | +28.2% | -13.2% | -2.5% |
| 3Y | +113.4% | +49.2% | +64.1% | +59.9% |
| 5Y | +190.2% | +102.9% | +87.3% | +71.5% |
| 10Y | +259.9% | +127.7% | +132.2% | +63.0% |
| All | +259.9% | +132.1% | +127.7% | +63.0% |
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