+652.3%
WMB vs FLR
+603.8%
+48.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.5% | +1.0% |
| 7D | +0.6% | +5.4% | -4.9% | -1.4% |
| 30D | +3.3% | +11.4% | -8.1% | -2.1% |
| 3M | +3.1% | +11.4% | -8.3% | -3.1% |
| 6M | -0.7% | +16.6% | -17.3% | -9.8% |
| YTD | +25.2% | +41.7% | -16.5% | +4.8% |
| 1Y | +32.9% | +35.4% | -2.6% | +11.9% |
| 3Y | +140.6% | +57.3% | +83.2% | +74.5% |
| 5Y | +273.5% | +241.0% | +32.5% | +83.2% |
| 10Y | +334.2% | +16.6% | +317.6% | +138.4% |
| All | +652.3% | +603.8% | +48.5% | +100.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling