+122.4%
WMB vs BTDR
+54.4%
+68.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -12.8% | +13.6% | +1.2% |
| 7D | +8.1% | +15.4% | -7.4% | +7.4% |
| 30D | -6.9% | -33.4% | +26.6% | -5.8% |
| 3M | -5.1% | -32.0% | +26.9% | -4.2% |
| 6M | -5.7% | -52.2% | +46.5% | -4.4% |
| YTD | +18.1% | -45.3% | +63.4% | +18.1% |
| 1Y | +18.4% | -56.0% | +74.4% | +19.4% |
| All | +122.4% | +54.4% | +68.0% | +109.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling