-14.4%
WMB vs FIVE
+3.9%
-18.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.3% | -1.1% | -5.6% |
| 7D | -14.2% | -1.7% | -12.5% | -14.1% |
| 30D | -11.2% | +14.9% | -26.2% | -10.3% |
| 3M | -9.9% | +7.6% | -17.5% | -8.7% |
| 6M | -14.4% | +6.4% | -20.8% | -14.4% |
| All | -14.4% | +3.9% | -18.3% | -14.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling