+918.0%
WMB vs FN
+3,620.5%
-2,702.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.3% |
| 7D | +0.6% | -1.7% | +2.2% | +0.8% |
| 30D | +3.3% | -22.0% | +25.2% | +6.5% |
| 3M | +3.1% | -43.0% | +46.1% | +10.7% |
| 6M | -0.7% | -27.7% | +27.0% | +1.2% |
| YTD | +25.2% | -10.5% | +35.7% | +21.9% |
| 1Y | +32.9% | +12.5% | +20.4% | +23.3% |
| 3Y | +140.6% | +153.8% | -13.2% | +83.3% |
| 5Y | +273.5% | +288.0% | -14.5% | +153.8% |
| 10Y | +334.2% | +906.4% | -572.2% | +138.5% |
| All | +918.0% | +3,620.5% | -2,702.6% | +360.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling