+100.5%
WMB vs BWA
+51.7%
+48.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.6% |
| 7D | -13.8% | -5.5% | -8.4% | -13.2% |
| 30D | -10.3% | -21.7% | +11.4% | -7.9% |
| 3M | -10.1% | -25.6% | +15.6% | -7.2% |
| 6M | -11.8% | -17.4% | +5.6% | -10.5% |
| YTD | +8.9% | +9.2% | -0.2% | +5.6% |
| 1Y | +14.0% | +9.7% | +4.2% | +10.3% |
| 3Y | +100.5% | +54.6% | +45.9% | +75.4% |
| All | +100.5% | +51.7% | +48.8% | +75.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling