+266.3%
WMB vs FLEX
+569.1%
-302.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +2.1% |
| 7D | -6.9% | -13.6% | +6.7% | -4.1% |
| 30D | -7.2% | -36.5% | +29.3% | +1.7% |
| 3M | -5.4% | -36.4% | +31.0% | +3.1% |
| 6M | -4.9% | -46.5% | +41.6% | +5.8% |
| YTD | +14.7% | +25.9% | -11.2% | -1.4% |
| 1Y | +14.7% | +19.6% | -4.9% | -0.4% |
| 3Y | +116.4% | +287.0% | -170.6% | +27.1% |
| 5Y | +198.5% | +466.6% | -268.1% | +51.0% |
| 10Y | +266.3% | +626.9% | -360.7% | +52.9% |
| All | +266.3% | +569.1% | -302.8% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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