+204.4%
DHR vs WMB
+304.7%
-100.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.5% |
| 7D | -5.0% | -1.7% | -3.3% | -4.7% |
| 30D | -3.3% | +0.7% | -4.0% | -3.6% |
| 3M | +9.4% | +1.5% | +7.9% | +8.8% |
| 6M | +3.2% | +0.1% | +3.1% | +2.7% |
| YTD | -12.0% | +22.9% | -34.9% | -16.4% |
| 1Y | +4.9% | +27.9% | -23.0% | -1.4% |
| 3Y | -7.4% | +139.1% | -146.5% | -25.3% |
| 5Y | -29.8% | +270.9% | -300.7% | -48.7% |
| All | +204.4% | +304.7% | -100.3% | +108.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling