+192.7%
WMB vs FGI
-74.8%
+267.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -25.2% | +24.7% | -0.4% |
| 7D | +7.8% | -14.4% | +22.2% | +7.9% |
| 30D | -5.1% | -11.8% | +6.7% | -5.1% |
| 3M | -4.7% | -46.2% | +41.5% | -4.6% |
| 6M | -7.4% | +5.2% | -12.6% | -7.5% |
| YTD | +17.5% | +10.5% | +6.9% | +16.9% |
| 1Y | +19.5% | +25.5% | -6.0% | +18.7% |
| 3Y | +121.3% | -16.0% | +137.3% | +119.0% |
| All | +192.7% | -74.8% | +267.5% | +192.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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