+512.8%
F vs WMB
+4,818.6%
-4,305.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.3% | +4.2% | 0.0% |
| 7D | +1.4% | -14.2% | +15.6% | +4.3% |
| 30D | +2.0% | -11.2% | +13.3% | +4.2% |
| 3M | -10.4% | -9.9% | -0.5% | -8.9% |
| 6M | +9.7% | -14.4% | +24.1% | +12.3% |
| YTD | -1.2% | +9.2% | -10.4% | -3.8% |
| 1Y | 0.0% | +15.1% | -15.0% | -3.7% |
| 3Y | +41.1% | +99.2% | -58.1% | +20.8% |
| 5Y | -11.4% | +180.2% | -191.7% | -28.9% |
| 10Y | +85.0% | +273.7% | -188.8% | +37.6% |
| All | +512.8% | +4,818.6% | -4,305.8% | +109.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling