+113.7%
WMB vs BTSG
+504.1%
-390.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.8% | -3.3% | +1.0% |
| 7D | -6.9% | +3.8% | -10.7% | -7.3% |
| 30D | -7.2% | +13.7% | -20.9% | -8.3% |
| 3M | -5.4% | +18.0% | -23.4% | -7.0% |
| 6M | -4.9% | +32.2% | -37.1% | -8.0% |
| YTD | +14.7% | +93.6% | -78.9% | +5.8% |
| 1Y | +14.7% | +115.9% | -101.2% | +4.2% |
| All | +113.7% | +504.1% | -390.4% | +72.0% |
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