+443.0%
WMB vs BTG
+392.0%
+51.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.3% |
| 7D | +0.6% | -0.9% | +1.5% | +0.6% |
| 30D | +3.3% | +36.8% | -33.6% | -0.1% |
| 3M | +3.1% | +23.1% | -20.0% | +0.6% |
| 6M | -0.7% | +3.5% | -4.2% | -2.0% |
| YTD | +25.2% | +25.5% | -0.3% | +20.8% |
| 1Y | +32.9% | +40.1% | -7.2% | +26.4% |
| 3Y | +140.6% | +101.1% | +39.4% | +117.9% |
| 5Y | +273.5% | +70.6% | +202.9% | +240.1% |
| 10Y | +334.2% | +152.1% | +182.1% | +265.6% |
| All | +443.0% | +392.0% | +51.0% | +222.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling