+37.6%
WMB vs BWA
+53.0%
-15.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.9% | +4.2% | +2.4% |
| 7D | +0.8% | +4.3% | -3.5% | +0.6% |
| 30D | +7.7% | -2.9% | +10.6% | +7.9% |
| 3M | +6.7% | -12.4% | +19.1% | +7.5% |
| 6M | +3.6% | +28.6% | -24.9% | +1.4% |
| YTD | +28.0% | +48.2% | -20.2% | +23.3% |
| 1Y | +37.6% | +50.9% | -13.3% | +32.6% |
| All | +37.6% | +53.0% | -15.4% | +32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling