+278.8%
WMB vs FTV
+2.3%
+276.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | +0.6% | -4.5% | +5.1% | +1.6% |
| 30D | +3.3% | -7.1% | +10.3% | +5.0% |
| 3M | +3.1% | -7.2% | +10.3% | +4.6% |
| 6M | -0.7% | -1.5% | +0.8% | -1.1% |
| YTD | +25.2% | +3.5% | +21.7% | +22.2% |
| 1Y | +32.9% | +20.3% | +12.5% | +23.2% |
| 3Y | +140.6% | -3.1% | +143.7% | +136.7% |
| All | +278.8% | +2.3% | +276.4% | +249.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling