+2,810.0%
WMB vs DAR
+1,762.6%
+1,047.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | +0.6% | +1.4% | -0.8% | +0.4% |
| 30D | +3.3% | +12.8% | -9.5% | +2.0% |
| 3M | +3.1% | +7.4% | -4.2% | +2.3% |
| 6M | -0.7% | +22.3% | -23.0% | -2.8% |
| YTD | +25.2% | +81.1% | -55.9% | +17.8% |
| 1Y | +32.9% | +106.5% | -73.6% | +23.1% |
| 3Y | +140.6% | +5.3% | +135.3% | +134.5% |
| 5Y | +273.5% | -11.5% | +285.0% | +267.1% |
| 10Y | +334.2% | +353.3% | -19.1% | +268.0% |
| All | +2,810.0% | +1,762.6% | +1,047.4% | +2,276.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 all: compounded portfolio wealth divided by compounded DAR 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…
all analysis · Full analysis span regression · 6 months rolling