+262.0%
WMB vs BTDR
+15.3%
+246.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.5% | +3.4% | -3.0% |
| 7D | -1.7% | -3.2% | +1.5% | -1.6% |
| 30D | +0.7% | +32.7% | -32.0% | 0.0% |
| 3M | +1.5% | -28.4% | +29.9% | +2.0% |
| 6M | +0.1% | +51.7% | -51.6% | -1.9% |
| YTD | +22.9% | +2.9% | +20.1% | +21.5% |
| 1Y | +27.9% | -15.5% | +43.3% | +26.4% |
| 3Y | +139.1% | 0.0% | +139.1% | +132.8% |
| 5Y | +270.9% | +16.5% | +254.5% | +264.3% |
| All | +262.0% | +15.3% | +246.7% | +253.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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