+23.7%
WMB vs FN
-25.7%
+49.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.0% | -0.4% | -6.0% |
| 7D | -8.6% | -7.0% | -1.6% | -8.4% |
| 30D | -4.2% | -24.7% | +20.6% | -3.3% |
| 3M | -4.4% | -35.7% | +31.2% | -3.4% |
| 6M | -8.7% | -52.4% | +43.7% | -6.8% |
| YTD | +15.4% | -25.0% | +40.3% | +15.4% |
| 1Y | +23.7% | -25.7% | +49.4% | +23.3% |
| All | +23.7% | -25.7% | +49.5% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling