+180.3%
WMB vs FTV
+12.0%
+168.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -13.8% | +0.2% | -14.0% | -13.9% |
| 30D | -10.3% | +15.7% | -26.0% | -13.4% |
| 3M | -10.1% | +7.5% | -17.6% | -11.7% |
| 6M | -11.8% | +8.5% | -20.3% | -14.0% |
| YTD | +8.9% | +18.8% | -9.8% | +2.8% |
| 1Y | +14.0% | +28.5% | -14.6% | +4.7% |
| 3Y | +100.5% | +34.0% | +66.5% | +78.2% |
| All | +180.3% | +12.0% | +168.3% | +154.7% |
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 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