+2,433.0%
WMB vs DAR
+1,334.0%
+1,099.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -13.8% | -9.9% | -3.9% | -12.9% |
| 30D | -10.3% | -16.4% | +6.1% | -8.7% |
| 3M | -10.1% | -17.1% | +7.0% | -8.4% |
| 6M | -11.8% | -20.5% | +8.6% | -10.0% |
| YTD | +8.9% | +39.4% | -30.5% | +5.2% |
| 1Y | +14.0% | +57.2% | -43.3% | +8.7% |
| 3Y | +100.5% | +13.9% | +86.7% | +94.2% |
| 5Y | +179.5% | -40.8% | +220.3% | +185.7% |
| 10Y | +272.7% | +276.2% | -3.5% | +222.3% |
| All | +2,433.0% | +1,334.0% | +1,099.0% | +2,021.8% |
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