+5,376.0%
WMB vs FDX
+4,233.7%
+1,142.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +0.6% | -2.5% | +3.1% | +1.5% |
| 30D | +3.3% | +3.8% | -0.5% | +1.7% |
| 3M | +3.1% | -1.3% | +4.4% | +3.1% |
| 6M | -0.7% | +5.0% | -5.7% | -3.7% |
| YTD | +25.2% | +39.6% | -14.5% | +8.9% |
| 1Y | +32.9% | +81.1% | -48.3% | +4.6% |
| 3Y | +140.6% | +63.0% | +77.5% | +87.4% |
| 5Y | +273.5% | +65.6% | +207.8% | +175.5% |
| 10Y | +334.2% | +183.4% | +150.9% | +141.3% |
| All | +5,376.0% | +4,233.7% | +1,142.4% | +1,347.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling