+37.6%
WMB vs FTV
+19.1%
+18.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.0% | +2.2% |
| 7D | +0.8% | -0.4% | +1.2% | +0.8% |
| 30D | +7.7% | -8.3% | +16.0% | +6.8% |
| 3M | +6.7% | -7.4% | +14.1% | +6.0% |
| 6M | +3.6% | -1.2% | +4.8% | +3.5% |
| YTD | +28.0% | +2.7% | +25.3% | +28.5% |
| 1Y | +37.6% | +18.4% | +19.2% | +37.7% |
| All | +37.6% | +19.1% | +18.5% | +37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling