+343.4%
WMB vs FANG
+1,395.6%
-1,052.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.4% |
| 7D | 0.0% | -0.4% | +0.4% | +0.1% |
| 30D | +4.6% | +2.4% | +2.2% | +3.6% |
| 3M | +5.7% | +4.9% | +0.9% | +3.4% |
| 6M | +4.2% | +12.0% | -7.8% | -1.1% |
| YTD | +26.8% | +37.1% | -10.2% | +11.2% |
| 1Y | +34.7% | +52.3% | -17.6% | +13.1% |
| 3Y | +146.8% | +45.0% | +101.8% | +104.2% |
| 5Y | +285.0% | +231.0% | +54.0% | +124.6% |
| 10Y | +313.2% | +177.5% | +135.7% | +93.4% |
| All | +343.4% | +1,395.6% | -1,052.2% | +37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling