+2.0%
FISV vs WMB
+307.8%
-305.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.8% | +4.6% | +5.2% |
| 7D | -2.7% | -1.0% | -1.6% | -2.4% |
| 30D | 0.0% | -0.4% | +0.5% | 0.0% |
| 3M | -2.8% | +3.2% | -6.0% | -4.2% |
| 6M | -11.8% | +0.1% | -11.9% | -12.5% |
| YTD | -23.2% | +23.9% | -47.1% | -29.2% |
| 1Y | -62.0% | +27.6% | -89.6% | -65.3% |
| 3Y | -57.6% | +141.9% | -199.5% | -69.2% |
| 5Y | -53.4% | +273.8% | -327.2% | -70.9% |
| All | +2.0% | +307.8% | -305.8% | -46.0% |
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