+259.9%
WMB vs FN
+837.6%
-577.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +11.9% | -8.2% | +1.9% |
| 7D | -6.7% | +16.3% | -22.9% | -9.1% |
| 30D | -8.6% | -24.7% | +16.2% | -5.3% |
| 3M | -4.9% | -34.9% | +30.0% | -0.2% |
| 6M | -6.3% | -41.1% | +34.8% | -1.4% |
| YTD | +13.0% | -19.6% | +32.6% | +10.5% |
| 1Y | +14.9% | -18.5% | +33.4% | +11.5% |
| 3Y | +113.4% | +119.1% | -5.8% | +60.5% |
| 5Y | +190.2% | +206.9% | -16.8% | +94.1% |
| 10Y | +259.9% | +826.4% | -566.6% | +83.9% |
| All | +259.9% | +837.6% | -577.7% | +83.9% |
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