+302.1%
WMB vs DD
+69.4%
+232.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.4% |
| 7D | +0.8% | -0.6% | +1.4% | +1.0% |
| 30D | +7.7% | -7.4% | +15.1% | +11.1% |
| 3M | +6.7% | -6.4% | +13.1% | +9.1% |
| 6M | +3.6% | -2.5% | +6.1% | +3.3% |
| YTD | +28.0% | +10.2% | +17.8% | +20.1% |
| 1Y | +37.6% | +36.9% | +0.7% | +16.1% |
| 3Y | +149.0% | +47.0% | +102.0% | +93.9% |
| 5Y | +285.3% | +63.1% | +222.2% | +173.4% |
| 10Y | +302.1% | +68.2% | +233.9% | +115.9% |
| All | +302.1% | +69.4% | +232.7% | +115.9% |
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