+313.2%
WMB vs FTV
+78.2%
+235.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.3% |
| 7D | 0.0% | -1.3% | +1.3% | +0.6% |
| 30D | +4.6% | -9.5% | +14.1% | +9.6% |
| 3M | +5.7% | -10.9% | +16.7% | +10.9% |
| 6M | +4.2% | -0.6% | +4.8% | +2.9% |
| YTD | +26.8% | +1.4% | +25.4% | +22.3% |
| 1Y | +34.7% | +17.6% | +17.0% | +19.4% |
| 3Y | +146.8% | -3.3% | +150.1% | +135.8% |
| 5Y | +285.0% | -0.1% | +285.2% | +251.9% |
| 10Y | +313.2% | +82.5% | +230.7% | +145.7% |
| All | +313.2% | +78.2% | +235.0% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling