+479.5%
WMB vs FTI
+1,702.1%
-1,222.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -1.9% |
| 7D | -13.8% | -7.6% | -6.2% | -10.1% |
| 30D | -10.3% | -7.1% | -3.2% | -6.9% |
| 3M | -10.1% | -8.7% | -1.3% | -6.2% |
| 6M | -11.8% | -14.0% | +2.1% | -6.1% |
| YTD | +8.9% | +42.8% | -33.9% | -11.4% |
| 1Y | +14.0% | +50.4% | -36.4% | -9.9% |
| 3Y | +100.5% | +194.1% | -93.6% | +3.9% |
| 5Y | +179.5% | +775.2% | -595.7% | -29.2% |
| 10Y | +272.7% | +189.2% | +83.6% | +31.4% |
| All | +479.5% | +1,702.1% | -1,222.6% | -70.2% |
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