+259.9%
WMB vs FDS
+135.1%
+124.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | -6.7% | -5.0% | -1.7% | -5.6% |
| 30D | -8.6% | +13.8% | -22.3% | -12.0% |
| 3M | -4.9% | +14.8% | -19.8% | -9.2% |
| 6M | -6.3% | +47.4% | -53.7% | -18.4% |
| YTD | +13.0% | +14.2% | -1.2% | +5.8% |
| 1Y | +14.9% | +26.6% | -11.7% | +3.0% |
| 3Y | +113.4% | -24.4% | +137.8% | +129.3% |
| 5Y | +190.2% | -22.6% | +212.8% | +201.3% |
| 10Y | +259.9% | +130.0% | +129.9% | +145.4% |
| All | +259.9% | +135.1% | +124.7% | +145.4% |
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