+788.5%
WMB vs FN
+2,575.5%
-1,787.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -14.2% | +8.9% | -3.1% |
| 7D | -14.2% | -16.0% | +1.8% | -12.0% |
| 30D | -11.2% | -40.1% | +28.9% | -4.5% |
| 3M | -9.9% | -43.9% | +34.0% | -2.9% |
| 6M | -14.4% | -55.6% | +41.3% | -5.6% |
| YTD | +9.2% | -35.7% | +44.9% | +11.1% |
| 1Y | +15.1% | -39.8% | +54.9% | +17.7% |
| 3Y | +99.2% | +80.3% | +19.0% | +59.1% |
| 5Y | +180.2% | +143.3% | +37.0% | +104.8% |
| 10Y | +273.7% | +682.3% | -408.6% | +112.1% |
| All | +788.5% | +2,575.5% | -1,787.1% | +319.9% |
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 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