+11.7%
DASH vs WMB
+337.5%
-325.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.8% | -4.7% |
| 7D | -10.6% | +0.6% | -11.1% | -10.8% |
| 30D | +2.2% | +3.3% | -1.1% | +0.9% |
| 3M | +32.3% | +3.1% | +29.1% | +30.0% |
| 6M | +19.1% | -0.7% | +19.8% | +18.1% |
| YTD | -6.5% | +25.2% | -31.7% | -16.2% |
| 1Y | -14.9% | +32.9% | -47.8% | -26.2% |
| 3Y | +151.9% | +140.6% | +11.4% | +69.6% |
| 5Y | +9.4% | +273.5% | -264.0% | -34.4% |
| All | +11.7% | +337.5% | -325.8% | -39.1% |
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