+280.9%
WMB vs FN
+850.1%
-569.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.9% | -3.7% | +1.3% |
| 7D | +1.6% | +8.0% | -6.4% | +0.1% |
| 30D | -7.1% | -19.1% | +12.1% | -4.7% |
| 3M | -4.0% | -29.8% | +25.8% | -0.3% |
| 6M | -5.7% | -43.2% | +37.5% | -0.2% |
| YTD | +17.2% | -18.9% | +36.1% | +14.4% |
| 1Y | +17.2% | -17.9% | +35.1% | +13.5% |
| 3Y | +121.1% | +120.1% | +0.9% | +66.0% |
| 5Y | +197.2% | +206.7% | -9.5% | +98.6% |
| 10Y | +280.9% | +804.7% | -523.7% | +93.3% |
| All | +280.9% | +850.1% | -569.2% | +93.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling