+259.9%
WMB vs BWA
+101.5%
+158.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.4% | -1.7% | +2.0% |
| 7D | -6.7% | -0.6% | -6.1% | -6.4% |
| 30D | -8.6% | -16.1% | +7.5% | -3.3% |
| 3M | -4.9% | -24.6% | +19.7% | +3.6% |
| 6M | -6.3% | -15.7% | +9.4% | -2.6% |
| YTD | +13.0% | +15.1% | -2.1% | +3.4% |
| 1Y | +14.9% | +15.9% | -0.9% | +4.7% |
| 3Y | +113.4% | +67.1% | +46.3% | +63.2% |
| 5Y | +190.2% | +34.7% | +155.4% | +131.4% |
| 10Y | +259.9% | +99.5% | +160.3% | +116.5% |
| All | +259.9% | +101.5% | +158.4% | +116.5% |
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