+180.3%
WMB vs DD
+58.5%
+121.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | -13.8% | +4.6% | -18.4% | -14.7% |
| 30D | -10.3% | +11.8% | -22.1% | -12.6% |
| 3M | -10.1% | +2.2% | -12.2% | -10.5% |
| 6M | -11.8% | -1.6% | -10.2% | -11.8% |
| YTD | +8.9% | +23.0% | -14.1% | +2.4% |
| 1Y | +14.0% | +26.9% | -13.0% | +6.2% |
| 3Y | +100.5% | +77.9% | +22.6% | +63.8% |
| All | +180.3% | +58.5% | +121.8% | +125.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling