+280.9%
WMB vs FDS
+132.8%
+148.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.6% | +1.5% |
| 7D | +1.6% | -2.1% | +3.7% | +2.1% |
| 30D | -7.1% | +16.0% | -23.1% | -11.0% |
| 3M | -4.0% | +18.8% | -22.8% | -9.1% |
| 6M | -5.7% | +54.1% | -59.8% | -18.9% |
| YTD | +17.2% | +17.0% | +0.2% | +9.1% |
| 1Y | +17.2% | +25.5% | -8.3% | +5.7% |
| 3Y | +121.1% | -23.3% | +144.4% | +137.2% |
| 5Y | +197.2% | -22.6% | +219.8% | +210.5% |
| 10Y | +280.9% | +130.2% | +150.7% | +152.9% |
| All | +280.9% | +132.8% | +148.2% | +152.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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