+1,530.5%
WMB vs FDS
+10,448.9%
-8,918.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | +8.1% | -2.6% | +10.7% | +8.9% |
| 30D | -6.9% | +14.1% | -20.9% | -11.1% |
| 3M | -5.1% | +19.8% | -24.9% | -11.3% |
| 6M | -5.7% | +55.0% | -60.7% | -20.5% |
| YTD | +18.1% | +15.9% | +2.2% | +7.2% |
| 1Y | +18.4% | +24.2% | -5.8% | +4.7% |
| 3Y | +122.7% | -24.0% | +146.8% | +127.9% |
| 5Y | +202.0% | -23.3% | +225.4% | +203.0% |
| 10Y | +283.8% | +128.0% | +155.8% | +161.8% |
| All | +1,530.5% | +10,448.9% | -8,918.4% | +466.8% |
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 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