+283.3%
WMB vs FLUT
-26.1%
+309.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +0.9% |
| 7D | +8.1% | -1.2% | +9.3% | +8.1% |
| 30D | -6.9% | +5.0% | -11.9% | -7.0% |
| 3M | -5.1% | -16.4% | +11.3% | -4.7% |
| 6M | -5.7% | -14.6% | +8.9% | -5.5% |
| YTD | +18.1% | -61.9% | +79.9% | +21.8% |
| 1Y | +18.4% | -65.0% | +83.4% | +22.6% |
| 3Y | +122.7% | -44.8% | +167.5% | +127.7% |
| 5Y | +202.0% | -49.9% | +251.9% | +205.8% |
| All | +283.3% | -26.1% | +309.4% | +307.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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