+844.0%
WMB vs FE
+566.1%
+277.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.2% | -5.2% | -5.2% |
| 7D | -14.2% | +0.6% | -14.8% | -14.5% |
| 30D | -11.2% | +6.4% | -17.7% | -14.3% |
| 3M | -9.9% | -0.5% | -9.4% | -9.9% |
| 6M | -14.4% | +4.7% | -19.1% | -16.8% |
| YTD | +9.2% | +8.4% | +0.9% | +3.8% |
| 1Y | +15.1% | +7.2% | +7.8% | +9.9% |
| 3Y | +99.2% | +44.9% | +54.3% | +57.8% |
| 5Y | +180.2% | +46.3% | +134.0% | +117.3% |
| 10Y | +273.7% | +110.3% | +163.5% | +108.6% |
| All | +844.0% | +566.1% | +277.9% | +237.6% |
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