+248.5%
DHR vs WMB
+284.4%
-36.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.5% |
| 7D | +2.6% | +8.1% | -5.5% | +1.0% |
| 30D | +4.2% | -6.9% | +11.1% | +5.4% |
| 3M | +13.0% | -5.1% | +18.1% | +13.7% |
| 6M | +40.2% | -5.7% | +45.9% | +41.0% |
| YTD | +2.0% | +18.1% | -16.0% | -2.4% |
| 1Y | +6.6% | +18.4% | -11.8% | +1.8% |
| 3Y | +19.9% | +122.7% | -102.8% | -1.9% |
| 5Y | -11.7% | +202.0% | -213.8% | -32.6% |
| All | +248.5% | +284.4% | -36.0% | +140.0% |
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