+152.4%
DKNG vs WMB
+295.4%
-142.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.6% | +4.0% |
| 7D | +3.0% | -1.0% | +4.1% | +3.4% |
| 30D | -3.0% | -0.4% | -2.6% | -3.2% |
| 3M | -17.6% | +3.2% | -20.8% | -19.5% |
| 6M | -3.2% | +0.1% | -3.3% | -4.7% |
| YTD | -28.2% | +23.9% | -52.1% | -36.1% |
| 1Y | -46.1% | +27.6% | -73.7% | -52.6% |
| 3Y | -22.2% | +141.9% | -164.1% | -49.5% |
| 5Y | -60.4% | +273.8% | -334.2% | -78.4% |
| All | +152.4% | +295.4% | -142.9% | +16.3% |
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