+122.4%
WMB vs BP
+50.2%
+72.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.4% |
| 7D | +8.1% | +2.5% | +5.6% | +7.3% |
| 30D | -6.9% | -5.6% | -1.3% | -5.4% |
| 3M | -5.1% | +8.0% | -13.1% | -7.0% |
| 6M | -5.7% | +5.7% | -11.4% | -7.2% |
| YTD | +18.1% | +36.8% | -18.8% | +7.4% |
| 1Y | +18.4% | +30.7% | -12.3% | +9.1% |
| All | +122.4% | +50.2% | +72.2% | +98.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling