+265.8%
WMB vs FANG
+232.6%
+33.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -1.0% | +2.9% | -3.9% | -2.0% |
| 30D | -0.4% | +2.6% | -3.1% | -1.4% |
| 3M | +3.2% | +7.6% | -4.4% | +0.2% |
| 6M | +0.1% | +17.3% | -17.2% | -6.3% |
| YTD | +23.9% | +38.7% | -14.8% | +8.8% |
| 1Y | +27.6% | +51.6% | -24.0% | +8.1% |
| 3Y | +141.9% | +50.0% | +91.9% | +98.2% |
| All | +265.8% | +232.6% | +33.2% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 5y: compounded portfolio wealth divided by compounded FANG 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…
5y analysis · Full analysis span regression · 6 months rolling