+281.4%
WMB vs BTG
+164.8%
+116.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | +7.8% | -9.1% | +16.9% | +8.7% |
| 30D | -5.1% | -1.6% | -3.5% | -5.2% |
| 3M | -4.7% | -2.8% | -1.9% | -4.9% |
| 6M | -7.4% | -7.6% | +0.2% | -7.5% |
| YTD | +17.5% | +10.2% | +7.2% | +13.9% |
| 1Y | +19.5% | +21.3% | -1.8% | +14.4% |
| 3Y | +121.3% | +82.7% | +38.6% | +97.6% |
| 5Y | +200.5% | +30.8% | +169.7% | +174.3% |
| All | +281.4% | +164.8% | +116.5% | +215.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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