+565.8%
WMB vs FTI
+2,165.1%
-1,599.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | +0.6% | +5.3% | -4.7% | -2.1% |
| 30D | +3.3% | +15.3% | -12.1% | -4.2% |
| 3M | +3.1% | +15.8% | -12.6% | -5.2% |
| 6M | -0.7% | +22.6% | -23.3% | -12.0% |
| YTD | +25.2% | +79.5% | -54.4% | -9.3% |
| 1Y | +32.9% | +102.0% | -69.2% | -10.3% |
| 3Y | +140.6% | +315.8% | -175.3% | +3.7% |
| 5Y | +273.5% | +1,129.5% | -856.1% | -21.7% |
| 10Y | +334.2% | +320.9% | +13.3% | +23.2% |
| All | +565.8% | +2,165.1% | -1,599.3% | -69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling