-5.1%
DASH vs WMB
+281.8%
-286.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -5.3% | -4.1% | -7.8% |
| 7D | +0.5% | -14.2% | +14.7% | +4.8% |
| 30D | -7.1% | -11.2% | +4.2% | -4.3% |
| 3M | -13.2% | -9.9% | -3.3% | -11.4% |
| 6M | +8.3% | -14.4% | +22.6% | +11.8% |
| YTD | -20.6% | +9.2% | -29.8% | -26.3% |
| 1Y | -24.4% | +15.1% | -39.5% | -31.6% |
| 3Y | +94.5% | +99.2% | -4.7% | +38.5% |
| 5Y | -9.4% | +180.2% | -189.7% | -41.7% |
| All | -5.1% | +281.8% | -286.9% | -46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling