+100.5%
WMB vs FDS
-23.2%
+123.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | -0.4% |
| 7D | -13.8% | -0.5% | -13.3% | -13.8% |
| 30D | -10.3% | +20.2% | -30.5% | -9.9% |
| 3M | -10.1% | +19.9% | -29.9% | -9.6% |
| 6M | -11.8% | +56.2% | -68.0% | -11.7% |
| YTD | +8.9% | +14.6% | -5.6% | +12.0% |
| 1Y | +14.0% | +31.6% | -17.6% | +14.7% |
| 3Y | +100.5% | -23.8% | +124.4% | +119.8% |
| All | +100.5% | -23.2% | +123.7% | +119.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling