+10,200.2%
WMB vs FLUT
+1,658.1%
+8,542.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | -0.2% |
| 7D | -13.8% | -1.1% | -12.7% | -13.8% |
| 30D | -10.3% | +7.7% | -18.0% | -10.5% |
| 3M | -10.1% | -12.2% | +2.1% | -9.9% |
| 6M | -11.8% | -17.6% | +5.7% | -11.7% |
| YTD | +8.9% | -62.0% | +71.0% | +11.1% |
| 1Y | +14.0% | -62.3% | +76.2% | +16.2% |
| 3Y | +100.5% | -52.0% | +152.5% | +103.4% |
| 5Y | +179.5% | -51.8% | +231.3% | +182.0% |
| 10Y | +272.7% | -26.3% | +299.1% | +273.8% |
| All | +10,200.2% | +1,658.1% | +8,542.1% | +9,766.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling