+349.8%
WMB vs FFIV
+5,965.2%
-5,615.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -13.8% | -8.1% | -5.7% | -12.6% |
| 30D | -10.3% | -33.4% | +23.1% | -4.6% |
| 3M | -10.1% | -24.7% | +14.7% | -6.3% |
| 6M | -11.8% | -8.8% | -3.0% | -11.3% |
| YTD | +8.9% | +21.8% | -12.8% | +4.0% |
| 1Y | +14.0% | +25.3% | -11.3% | +8.2% |
| 3Y | +100.5% | +101.2% | -0.6% | +74.0% |
| 5Y | +179.5% | +40.2% | +139.3% | +154.7% |
| 10Y | +272.7% | +129.0% | +143.7% | +210.1% |
| All | +349.8% | +5,965.2% | -5,615.4% | +135.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling