+264.5%
WMB vs FDX
+153.7%
+110.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.5% | +0.5% |
| 7D | -13.8% | -1.6% | -12.2% | -13.5% |
| 30D | -10.3% | +6.6% | -16.9% | -12.1% |
| 3M | -10.1% | -2.1% | -8.0% | -9.8% |
| 6M | -11.8% | +2.2% | -14.0% | -13.1% |
| YTD | +8.9% | +33.9% | -25.0% | -1.7% |
| 1Y | +14.0% | +50.2% | -36.3% | -0.8% |
| 3Y | +100.5% | +65.5% | +35.0% | +61.9% |
| 5Y | +179.5% | +74.1% | +105.4% | +112.3% |
| All | +264.5% | +153.7% | +110.8% | +96.9% |
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