+118.4%
WMB vs BTSG
+505.2%
-386.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +1.6% | +4.0% | -2.5% | +1.2% |
| 30D | -7.1% | +15.3% | -22.3% | -8.3% |
| 3M | -4.0% | +25.4% | -29.4% | -6.1% |
| 6M | -5.7% | +31.9% | -37.6% | -8.8% |
| YTD | +17.2% | +93.9% | -76.7% | +8.0% |
| 1Y | +17.2% | +114.2% | -97.0% | +6.6% |
| All | +118.4% | +505.2% | -386.8% | +75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling