+130.8%
WMB vs BTSG
+389.4%
-258.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.6% |
| 7D | -1.0% | -3.3% | +2.3% | -0.7% |
| 30D | -0.4% | -1.6% | +1.2% | -0.3% |
| 3M | +3.2% | -6.9% | +10.1% | +3.4% |
| 6M | +0.1% | +42.1% | -42.0% | -4.5% |
| YTD | +23.9% | +56.8% | -33.0% | +16.6% |
| 1Y | +27.6% | +109.8% | -82.2% | +15.5% |
| All | +130.8% | +389.4% | -258.6% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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