+81.0%
F vs WMB
+267.9%
-186.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | -1.0% |
| 7D | -0.6% | -6.7% | +6.0% | +2.1% |
| 30D | +2.9% | -8.6% | +11.4% | +6.2% |
| 3M | -9.5% | -4.9% | -4.5% | -8.5% |
| 6M | +4.0% | -6.3% | +10.3% | +5.0% |
| YTD | -1.3% | +13.0% | -14.2% | -9.5% |
| 1Y | -1.9% | +14.9% | -16.9% | -11.0% |
| 3Y | +53.5% | +113.4% | -59.9% | -1.4% |
| 5Y | -15.1% | +190.2% | -205.3% | -53.2% |
| 10Y | +81.0% | +259.9% | -178.9% | -19.5% |
| All | +81.0% | +267.9% | -186.9% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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