+14.0%
WMB vs FN
-33.3%
+47.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.7% | -11.9% | -1.0% |
| 7D | -13.8% | 0.0% | -13.8% | -13.8% |
| 30D | -10.3% | -34.3% | +24.0% | -9.0% |
| 3M | -10.1% | -39.9% | +29.8% | -8.8% |
| 6M | -11.8% | -51.8% | +40.0% | -10.0% |
| YTD | +8.9% | -28.1% | +37.1% | +9.2% |
| 1Y | +14.0% | -29.1% | +43.0% | +14.0% |
| All | +14.0% | -33.3% | +47.3% | +14.0% |
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 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