+281.4%
WMB vs FIVE
+504.2%
-222.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +7.8% | +2.7% | +5.2% | +7.3% |
| 30D | -5.1% | +12.7% | -17.8% | -7.1% |
| 3M | -4.7% | +2.1% | -6.8% | -5.4% |
| 6M | -7.4% | +17.5% | -24.9% | -10.8% |
| YTD | +17.5% | +31.0% | -13.5% | +10.3% |
| 1Y | +19.5% | +67.7% | -48.3% | +7.2% |
| 3Y | +121.3% | +43.4% | +77.9% | +95.0% |
| 5Y | +200.5% | +18.1% | +182.4% | +167.9% |
| All | +281.4% | +504.2% | -222.8% | +147.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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