+302.1%
WMB vs FDX
+178.0%
+124.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.6% | +4.9% | +3.0% |
| 7D | +0.8% | -3.3% | +4.1% | +1.7% |
| 30D | +7.7% | -1.4% | +9.1% | +8.0% |
| 3M | +6.7% | -4.5% | +11.2% | +7.7% |
| 6M | +3.6% | +9.4% | -5.8% | -0.2% |
| YTD | +28.0% | +36.0% | -8.0% | +15.1% |
| 1Y | +37.6% | +75.5% | -37.9% | +14.1% |
| 3Y | +149.0% | +62.8% | +86.2% | +101.9% |
| 5Y | +285.3% | +64.4% | +220.9% | +199.2% |
| 10Y | +302.1% | +175.5% | +126.6% | +99.7% |
| All | +302.1% | +178.0% | +124.1% | +99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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