+399.9%
WMB vs FIVE
+868.1%
-468.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | -0.8% |
| 7D | +0.6% | +4.3% | -3.7% | -0.2% |
| 30D | +3.3% | +12.5% | -9.3% | +0.9% |
| 3M | +3.1% | +31.2% | -28.1% | -2.1% |
| 6M | -0.7% | +14.4% | -15.1% | -4.1% |
| YTD | +25.2% | +33.9% | -8.7% | +17.3% |
| 1Y | +32.9% | +65.1% | -32.2% | +19.2% |
| 3Y | +140.6% | +49.0% | +91.6% | +109.2% |
| 5Y | +273.5% | +30.3% | +243.2% | +221.9% |
| 10Y | +334.2% | +481.1% | -146.9% | +153.6% |
| All | +399.9% | +868.1% | -468.2% | +160.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling