+264.5%
WMB vs DAL
+127.0%
+137.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.4% | -0.8% |
| 7D | -13.8% | +8.8% | -22.6% | -15.9% |
| 30D | -10.3% | +5.4% | -15.7% | -11.9% |
| 3M | -10.1% | -4.9% | -5.1% | -9.4% |
| 6M | -11.8% | +19.8% | -31.7% | -17.3% |
| YTD | +8.9% | +27.0% | -18.0% | -0.6% |
| 1Y | +14.0% | +52.5% | -38.5% | -1.7% |
| 3Y | +100.5% | +173.8% | -73.3% | +34.6% |
| 5Y | +179.5% | +104.5% | +75.0% | +97.5% |
| All | +264.5% | +127.0% | +137.5% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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