+302.1%
WMB vs FDS
+77.6%
+224.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.3% | +6.6% | +3.4% |
| 7D | +0.8% | -5.4% | +6.2% | +2.2% |
| 30D | +7.7% | +1.6% | +6.1% | +6.9% |
| 3M | +6.7% | +17.7% | -11.0% | +0.5% |
| 6M | +3.6% | +29.1% | -25.4% | -6.6% |
| YTD | +28.0% | +1.0% | +27.0% | +24.7% |
| 1Y | +37.6% | -21.6% | +59.2% | +46.6% |
| 3Y | +149.0% | -30.1% | +179.1% | +172.5% |
| 5Y | +285.3% | -20.7% | +306.1% | +285.6% |
| 10Y | +302.1% | +78.3% | +223.8% | +173.2% |
| All | +302.1% | +77.6% | +224.5% | +173.2% |
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