+259.9%
WMB vs FFIV
+132.4%
+127.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +3.0% |
| 7D | -6.7% | -2.1% | -4.6% | -6.0% |
| 30D | -8.6% | -33.8% | +25.2% | +2.7% |
| 3M | -4.9% | -20.6% | +15.7% | +0.4% |
| 6M | -6.3% | -10.2% | +3.9% | -5.5% |
| YTD | +13.0% | +24.5% | -11.5% | +0.7% |
| 1Y | +14.9% | +29.3% | -14.4% | +0.9% |
| 3Y | +113.4% | +103.8% | +9.6% | +52.2% |
| 5Y | +190.2% | +40.9% | +149.3% | +133.2% |
| 10Y | +259.9% | +126.6% | +133.3% | +98.1% |
| All | +259.9% | +132.4% | +127.4% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling