+278.8%
WMB vs FE
+45.0%
+233.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | +0.6% | +1.9% | -1.4% | -0.2% |
| 30D | +3.3% | -1.2% | +4.4% | +3.7% |
| 3M | +3.1% | +3.5% | -0.4% | +1.7% |
| 6M | -0.7% | -6.1% | +5.4% | +1.5% |
| YTD | +25.2% | +7.6% | +17.6% | +21.2% |
| 1Y | +32.9% | +11.9% | +20.9% | +26.7% |
| 3Y | +140.6% | +48.4% | +92.1% | +100.2% |
| All | +278.8% | +45.0% | +233.8% | +232.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 5y: compounded portfolio wealth divided by compounded FE 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…
5y analysis · Full analysis span regression · 6 months rolling