+264.5%
WMB vs FLEX
+569.1%
-304.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -4.8% | -1.3% |
| 7D | -13.8% | -19.3% | +5.5% | -9.8% |
| 30D | -10.3% | -41.5% | +31.2% | +0.1% |
| 3M | -10.1% | -43.1% | +33.1% | +0.6% |
| 6M | -11.8% | -48.2% | +36.4% | -1.3% |
| YTD | +8.9% | +15.5% | -6.5% | -4.4% |
| 1Y | +14.0% | +10.2% | +3.7% | +0.8% |
| 3Y | +100.5% | +256.8% | -156.3% | +20.0% |
| 5Y | +179.5% | +408.2% | -228.7% | +45.3% |
| All | +264.5% | +569.1% | -304.6% | +55.5% |
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