+210.9%
DHR vs WMB
+317.6%
-106.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -2.2% | +4.6% | -6.8% | -3.2% |
| 3M | +9.0% | +5.7% | +3.2% | +7.5% |
| 6M | +3.5% | +4.2% | -0.7% | +2.2% |
| YTD | -10.1% | +26.8% | -37.0% | -15.1% |
| 1Y | +6.2% | +34.7% | -28.5% | -1.3% |
| 3Y | -5.4% | +146.8% | -152.2% | -24.2% |
| 5Y | -27.9% | +285.0% | -312.9% | -47.7% |
| All | +210.9% | +317.6% | -106.7% | +111.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling