+11,732.9%
WMB vs FLUT
+2,054.3%
+9,678.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.2% |
| 7D | +0.6% | -1.6% | +2.2% | +0.6% |
| 30D | +3.3% | +7.7% | -4.5% | +3.1% |
| 3M | +3.1% | -0.7% | +3.8% | +3.0% |
| 6M | -0.7% | -11.2% | +10.4% | -0.6% |
| YTD | +25.2% | -53.4% | +78.6% | +27.2% |
| 1Y | +32.9% | -65.8% | +98.6% | +36.0% |
| 3Y | +140.6% | -44.9% | +185.5% | +143.3% |
| 5Y | +273.5% | -49.7% | +323.1% | +275.8% |
| 10Y | +334.2% | -9.7% | +343.9% | +333.8% |
| All | +11,732.9% | +2,054.3% | +9,678.6% | +11,192.3% |
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