+180.2%
WMB vs FAST
+102.7%
+77.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.6% | -4.7% | -5.2% |
| 7D | -14.2% | +0.7% | -14.9% | -14.3% |
| 30D | -11.2% | +4.6% | -15.9% | -12.1% |
| 3M | -9.9% | +6.4% | -16.2% | -11.1% |
| 6M | -14.4% | +20.6% | -34.9% | -18.0% |
| YTD | +9.2% | +34.7% | -25.4% | +1.4% |
| 1Y | +15.1% | +29.7% | -14.6% | +7.8% |
| 3Y | +99.2% | +89.9% | +9.3% | +66.0% |
| 5Y | +180.2% | +105.0% | +75.3% | +114.9% |
| All | +180.2% | +102.7% | +77.6% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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