+891.2%
WMB vs FE
+563.9%
+327.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.1% | +5.2% | +5.2% |
| 7D | -6.9% | -0.5% | -6.4% | -6.6% |
| 30D | -7.2% | +4.3% | -11.5% | -9.4% |
| 3M | -5.4% | +0.4% | -5.8% | -5.8% |
| 6M | -4.9% | +6.9% | -11.8% | -8.7% |
| YTD | +14.7% | +8.0% | +6.7% | +9.2% |
| 1Y | +14.7% | +4.8% | +9.9% | +10.9% |
| 3Y | +116.4% | +49.0% | +67.4% | +68.7% |
| 5Y | +198.5% | +46.2% | +152.3% | +131.6% |
| 10Y | +266.3% | +120.9% | +145.4% | +98.4% |
| All | +891.2% | +563.9% | +327.3% | +255.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling