+265.8%
WMB vs USFR
+27.5%
+238.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +3.3% | +0.3% | +3.0% | +2.9% |
| 3M | +3.1% | +1.0% | +2.1% | +2.1% |
| 6M | -0.7% | +1.9% | -2.6% | -2.6% |
| YTD | +25.2% | +2.6% | +22.5% | +21.9% |
| 1Y | +32.9% | +4.0% | +28.9% | +27.7% |
| 3Y | +140.6% | +14.1% | +126.5% | +111.7% |
| 5Y | +273.5% | +20.4% | +253.0% | +211.9% |
| 10Y | +334.2% | +28.0% | +306.2% | +240.0% |
| All | +265.8% | +27.5% | +238.2% | +188.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling