+434.3%
WMB vs FTV
+119.0%
+315.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -13.8% | +0.2% | -14.0% | -14.0% |
| 30D | -10.3% | +15.7% | -26.0% | -16.6% |
| 3M | -10.1% | +7.5% | -17.6% | -13.5% |
| 6M | -11.8% | +8.5% | -20.3% | -16.3% |
| YTD | +8.9% | +18.8% | -9.8% | -2.9% |
| 1Y | +14.0% | +28.5% | -14.6% | -2.8% |
| 3Y | +100.5% | +34.0% | +66.5% | +60.8% |
| 5Y | +179.5% | +12.6% | +166.9% | +142.5% |
| 10Y | +272.7% | +111.4% | +161.3% | +98.8% |
| All | +434.3% | +119.0% | +315.3% | +175.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling