+3,065.6%
WMB vs BWA
+3,492.4%
-426.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.6% | -0.9% |
| 7D | +0.6% | +5.7% | -5.1% | -1.6% |
| 30D | +3.3% | +1.4% | +1.9% | +2.3% |
| 3M | +3.1% | -12.1% | +15.2% | +7.5% |
| 6M | -0.7% | +28.6% | -29.3% | -12.0% |
| YTD | +25.2% | +51.1% | -25.9% | +2.2% |
| 1Y | +32.9% | +55.9% | -23.0% | +6.6% |
| 3Y | +140.6% | +70.1% | +70.4% | +77.9% |
| 5Y | +273.5% | +90.7% | +182.8% | +153.1% |
| 10Y | +334.2% | +154.0% | +180.2% | +142.1% |
| All | +3,065.6% | +3,492.4% | -426.8% | +674.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling