+295.4%
WMB vs BTG
+158.3%
+137.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -2.8% |
| 7D | -1.7% | -5.5% | +3.8% | -1.1% |
| 30D | +0.7% | +6.1% | -5.4% | 0.0% |
| 3M | +1.5% | +38.6% | -37.1% | -2.4% |
| 6M | +0.1% | +0.7% | -0.6% | -1.0% |
| YTD | +22.9% | +20.3% | +2.6% | +18.6% |
| 1Y | +27.9% | +25.0% | +2.8% | +22.3% |
| 3Y | +139.1% | +97.3% | +41.8% | +113.2% |
| 5Y | +270.9% | +78.3% | +192.6% | +231.4% |
| All | +295.4% | +158.3% | +137.1% | +239.5% |
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