+100.5%
WMB vs FDX
+64.2%
+36.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.5% | -0.1% |
| 7D | -13.8% | -1.6% | -12.2% | -13.7% |
| 30D | -10.3% | +6.6% | -16.9% | -10.7% |
| 3M | -10.1% | -2.1% | -8.0% | -10.0% |
| 6M | -11.8% | +2.2% | -14.0% | -12.2% |
| YTD | +8.9% | +33.9% | -25.0% | +6.2% |
| 1Y | +14.0% | +50.2% | -36.3% | +10.0% |
| 3Y | +100.5% | +65.5% | +35.0% | +80.1% |
| All | +100.5% | +64.2% | +36.4% | +80.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling