+142.3%
WMB vs FN
+158.4%
-16.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.1% |
| 7D | +0.6% | -1.7% | +2.2% | +0.7% |
| 30D | +3.3% | -22.0% | +25.2% | +4.8% |
| 3M | +3.1% | -43.0% | +46.1% | +7.1% |
| 6M | -0.7% | -27.7% | +27.0% | +0.2% |
| YTD | +25.2% | -10.5% | +35.7% | +22.9% |
| 1Y | +32.9% | +12.5% | +20.4% | +26.2% |
| All | +142.3% | +158.4% | -16.1% | +101.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling