+113.4%
WMB vs FIVE
+42.1%
+71.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.6% | -1.9% | +3.5% |
| 7D | -6.7% | +6.2% | -12.8% | -6.8% |
| 30D | -8.6% | +18.2% | -26.7% | -9.1% |
| 3M | -4.9% | +3.8% | -8.8% | -5.1% |
| 6M | -6.3% | +13.7% | -20.0% | -6.9% |
| YTD | +13.0% | +34.7% | -21.7% | +11.3% |
| 1Y | +14.9% | +66.6% | -51.7% | +12.1% |
| 3Y | +113.4% | +44.3% | +69.1% | +94.0% |
| All | +113.4% | +42.1% | +71.3% | +94.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling