+291.7%
WMB vs FND
+66.0%
+225.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.1% |
| 7D | +0.6% | -5.2% | +5.8% | +1.4% |
| 30D | +3.3% | -19.9% | +23.1% | +6.8% |
| 3M | +3.1% | +2.7% | +0.4% | +1.9% |
| 6M | -0.7% | -21.7% | +21.0% | +2.1% |
| YTD | +25.2% | -17.5% | +42.7% | +26.9% |
| 1Y | +32.9% | -39.3% | +72.2% | +41.6% |
| 3Y | +140.6% | -49.8% | +190.3% | +155.6% |
| 5Y | +273.5% | -60.1% | +333.5% | +298.8% |
| All | +291.7% | +66.0% | +225.6% | +180.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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