+1,628.5%
WMB vs FDS
+9,502.8%
-7,874.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +1.2% |
| 7D | +0.6% | -1.9% | +2.5% | +1.1% |
| 30D | +3.3% | +9.0% | -5.8% | +0.2% |
| 3M | +3.1% | +18.9% | -15.7% | -3.8% |
| 6M | -0.7% | +35.1% | -35.8% | -12.5% |
| YTD | +25.2% | +5.5% | +19.7% | +18.2% |
| 1Y | +32.9% | -16.8% | +49.7% | +34.5% |
| 3Y | +140.6% | -28.1% | +168.6% | +152.3% |
| 5Y | +273.5% | -17.4% | +290.9% | +267.2% |
| 10Y | +334.2% | +85.4% | +248.8% | +219.1% |
| All | +1,628.5% | +9,502.8% | -7,874.3% | +524.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling