-80.3%
FIG vs WMB
+32.2%
-112.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.3% | -7.9% | -5.4% |
| 7D | -16.4% | +0.8% | -17.2% | -16.2% |
| 30D | -2.3% | +7.7% | -10.0% | -1.7% |
| 3M | +7.8% | +6.7% | +1.1% | +7.5% |
| 6M | -21.8% | +3.6% | -25.5% | -21.5% |
| YTD | -39.1% | +28.0% | -67.1% | -43.5% |
| 1Y | -56.6% | +37.6% | -94.3% | -67.7% |
| All | -80.3% | +32.2% | -112.5% | -82.8% |
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