+259.9%
WMB vs D
+42.1%
+217.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.9% |
| 7D | -6.7% | +0.8% | -7.4% | -7.0% |
| 30D | -8.6% | +10.7% | -19.3% | -11.7% |
| 3M | -4.9% | +2.3% | -7.2% | -5.9% |
| 6M | -6.3% | +12.5% | -18.8% | -10.1% |
| YTD | +13.0% | +20.1% | -7.1% | +6.0% |
| 1Y | +14.9% | +15.6% | -0.6% | +9.1% |
| 3Y | +113.4% | +75.2% | +38.2% | +74.4% |
| 5Y | +190.2% | +14.6% | +175.6% | +172.2% |
| 10Y | +259.9% | +43.8% | +216.1% | +225.8% |
| All | +259.9% | +42.1% | +217.7% | +225.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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