+266.3%
WMB vs FLR
+10.4%
+255.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | -6.9% | +5.1% | -12.0% | -8.0% |
| 30D | -7.2% | -0.5% | -6.7% | -7.1% |
| 3M | -5.4% | -3.5% | -2.0% | -4.9% |
| 6M | -4.9% | +16.5% | -21.3% | -9.9% |
| YTD | +14.7% | +27.3% | -12.6% | +4.8% |
| 1Y | +14.7% | +10.6% | +4.1% | +8.5% |
| 3Y | +116.4% | +39.4% | +77.0% | +81.9% |
| 5Y | +198.5% | +126.4% | +72.1% | +111.6% |
| 10Y | +266.3% | +8.4% | +257.9% | +119.3% |
| All | +266.3% | +10.4% | +255.9% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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