+285.3%
WMB vs FLR
+248.0%
+37.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.4% | +2.1% |
| 7D | +0.8% | +0.7% | +0.1% | +0.7% |
| 30D | +7.7% | -0.7% | +8.4% | +7.6% |
| 3M | +6.7% | +14.3% | -7.6% | +3.5% |
| 6M | +3.6% | +25.6% | -22.0% | -1.8% |
| YTD | +28.0% | +42.9% | -14.9% | +17.9% |
| 1Y | +37.6% | +38.7% | -1.1% | +26.8% |
| 3Y | +149.0% | +61.8% | +87.3% | +111.6% |
| 5Y | +285.3% | +254.1% | +31.2% | +179.2% |
| All | +285.3% | +248.0% | +37.3% | +179.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling