+200.8%
WMB vs FFIV
+35.3%
+165.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | 0.0% |
| 7D | +7.8% | -0.5% | +8.4% | +7.9% |
| 30D | -5.1% | -32.4% | +27.3% | +1.0% |
| 3M | -4.7% | -25.7% | +21.0% | -0.6% |
| 6M | -7.4% | -13.5% | +6.1% | -6.5% |
| YTD | +17.5% | +21.1% | -3.6% | +10.0% |
| 1Y | +19.5% | +29.4% | -9.9% | +10.2% |
| 3Y | +121.3% | +94.9% | +26.4% | +83.0% |
| All | +200.8% | +35.3% | +165.5% | +150.1% |
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