+302.1%
WMB vs BWA
+142.9%
+159.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.9% | +4.2% | +2.9% |
| 7D | +0.8% | +4.3% | -3.5% | -0.6% |
| 30D | +7.7% | -2.9% | +10.6% | +8.5% |
| 3M | +6.7% | -12.4% | +19.1% | +10.7% |
| 6M | +3.6% | +28.6% | -24.9% | -6.4% |
| YTD | +28.0% | +48.2% | -20.2% | +8.3% |
| 1Y | +37.6% | +50.9% | -13.3% | +15.1% |
| 3Y | +149.0% | +72.2% | +76.9% | +91.2% |
| 5Y | +285.3% | +91.1% | +194.2% | +171.2% |
| 10Y | +302.1% | +144.0% | +158.0% | +122.6% |
| All | +302.1% | +142.9% | +159.1% | +122.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling