-5.8%
DASH vs WMB
+191.1%
-196.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | -0.4% |
| 7D | -4.8% | -6.7% | +1.9% | -3.0% |
| 30D | -7.9% | -8.6% | +0.7% | -5.9% |
| 3M | -16.3% | -4.9% | -11.4% | -16.0% |
| 6M | +10.4% | -6.3% | +16.7% | +10.3% |
| YTD | -20.1% | +13.0% | -33.1% | -27.4% |
| 1Y | -11.4% | +14.9% | -26.4% | -20.3% |
| 3Y | +114.1% | +113.4% | +0.7% | +40.3% |
| 5Y | -5.8% | +190.2% | -195.9% | -43.2% |
| All | -5.8% | +191.1% | -196.8% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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