+280.9%
WMB vs FIVE
+535.9%
-255.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.3% |
| 7D | +1.6% | -0.5% | +2.1% | +1.7% |
| 30D | -7.1% | +17.4% | -24.5% | -9.7% |
| 3M | -4.0% | +7.0% | -11.0% | -5.4% |
| 6M | -5.7% | +20.5% | -26.2% | -9.5% |
| YTD | +17.2% | +33.1% | -15.9% | +9.8% |
| 1Y | +17.2% | +67.1% | -49.9% | +5.3% |
| 3Y | +121.1% | +41.9% | +79.2% | +95.5% |
| 5Y | +197.2% | +21.1% | +176.1% | +163.6% |
| 10Y | +280.9% | +518.8% | -237.9% | +146.0% |
| All | +280.9% | +535.9% | -255.0% | +146.0% |
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