+285.0%
WMB vs FTI
+1,177.2%
-892.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.8% |
| 7D | 0.0% | -2.3% | +2.3% | +0.6% |
| 30D | +4.6% | +5.0% | -0.4% | +3.1% |
| 3M | +5.7% | +13.8% | -8.1% | +1.6% |
| 6M | +4.2% | +22.9% | -18.7% | -2.3% |
| YTD | +26.8% | +75.0% | -48.1% | +7.5% |
| 1Y | +34.7% | +96.9% | -62.2% | +10.0% |
| 3Y | +146.8% | +276.7% | -129.9% | +63.0% |
| 5Y | +285.0% | +1,157.0% | -872.0% | +62.3% |
| All | +285.0% | +1,177.2% | -892.2% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 5y: compounded portfolio wealth divided by compounded FTI 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…
5y analysis · Full analysis span regression · 6 months rolling