+278.8%
WMB vs FFIV
+91.3%
+187.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.2% |
| 7D | +0.6% | -1.0% | +1.5% | +0.7% |
| 30D | +3.3% | -5.1% | +8.3% | +4.2% |
| 3M | +3.1% | -4.5% | +7.6% | +3.7% |
| 6M | -0.7% | +36.5% | -37.2% | -7.3% |
| YTD | +25.2% | +53.0% | -27.8% | +13.7% |
| 1Y | +32.9% | +24.2% | +8.6% | +25.7% |
| 3Y | +140.6% | +137.2% | +3.3% | +95.1% |
| All | +278.8% | +91.3% | +187.5% | +203.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling