+336.3%
WMB vs FIVE
+826.1%
-489.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.3% | -1.1% | -4.6% |
| 7D | -14.2% | -1.7% | -12.5% | -14.0% |
| 30D | -11.2% | +14.9% | -26.2% | -13.5% |
| 3M | -9.9% | +7.6% | -17.5% | -11.4% |
| 6M | -14.4% | +6.4% | -20.8% | -16.2% |
| YTD | +9.2% | +28.1% | -18.8% | +2.9% |
| 1Y | +15.1% | +54.7% | -39.7% | +4.6% |
| 3Y | +99.2% | +36.1% | +63.2% | +76.2% |
| 5Y | +180.2% | +14.9% | +165.4% | +148.4% |
| 10Y | +273.7% | +578.8% | -305.1% | +111.5% |
| All | +336.3% | +826.1% | -489.8% | +128.9% |
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