+100.5%
WMB vs USFR
+14.4%
+86.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.4% |
| 7D | -13.8% | +0.1% | -13.9% | -14.2% |
| 30D | -10.3% | +0.4% | -10.7% | -12.0% |
| 3M | -10.1% | +1.1% | -11.1% | -14.8% |
| 6M | -11.8% | +2.1% | -13.9% | -21.0% |
| YTD | +8.9% | +3.4% | +5.5% | -9.2% |
| 1Y | +14.0% | +4.1% | +9.9% | -8.1% |
| 3Y | +100.5% | +14.4% | +86.1% | +94.8% |
| All | +100.5% | +14.4% | +86.1% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling