+136.4%
WMB vs BTSG
+416.6%
-280.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | 0.0% | +2.9% | -2.9% | -0.3% |
| 30D | +4.6% | +0.9% | +3.7% | +4.4% |
| 3M | +5.7% | +1.6% | +4.1% | +5.0% |
| 6M | +4.2% | +46.8% | -42.6% | -0.8% |
| YTD | +26.8% | +65.5% | -38.7% | +18.8% |
| 1Y | +34.7% | +136.2% | -101.6% | +20.3% |
| All | +136.4% | +416.6% | -280.2% | +93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling