-7.0%
DASH vs WMB
+178.0%
-184.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | +0.4% | -13.8% | +14.2% | +4.7% |
| 30D | -6.0% | -10.3% | +4.3% | -3.5% |
| 3M | -15.8% | -10.1% | -5.7% | -13.9% |
| 6M | +7.0% | -11.8% | +18.8% | +9.2% |
| YTD | -20.7% | +8.9% | -29.6% | -27.1% |
| 1Y | -8.5% | +14.0% | -22.5% | -17.9% |
| 3Y | +101.8% | +100.5% | +1.3% | +35.7% |
| All | -7.0% | +178.0% | -184.9% | -43.3% |
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