+281.4%
WMB vs FN
+700.1%
-418.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.3% | +6.8% | +0.6% |
| 7D | +7.8% | +0.3% | +7.6% | +7.6% |
| 30D | -5.1% | -16.5% | +11.4% | -3.1% |
| 3M | -4.7% | -42.1% | +37.4% | +1.8% |
| 6M | -7.4% | -52.9% | +45.5% | +0.9% |
| YTD | +17.5% | -28.0% | +45.4% | +16.6% |
| 1Y | +19.5% | -18.5% | +38.0% | +15.5% |
| 3Y | +121.3% | +93.9% | +27.4% | +69.4% |
| 5Y | +200.5% | +170.5% | +30.0% | +104.8% |
| All | +281.4% | +700.1% | -418.8% | +97.0% |
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