+281.4%
WMB vs DD
+97.1%
+184.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +7.8% | +5.0% | +2.9% | +5.7% |
| 30D | -5.1% | +19.7% | -24.8% | -12.0% |
| 3M | -4.7% | +7.2% | -11.9% | -7.7% |
| 6M | -7.4% | +1.0% | -8.4% | -8.6% |
| YTD | +17.5% | +29.1% | -11.6% | +3.0% |
| 1Y | +19.5% | +28.5% | -9.0% | +4.9% |
| 3Y | +121.3% | +89.4% | +31.8% | +53.9% |
| 5Y | +200.5% | +67.1% | +133.4% | +116.2% |
| All | +281.4% | +97.1% | +184.2% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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