+5,376.0%
WMB vs DD
+961.9%
+4,414.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | +0.6% | -3.5% | +4.1% | +2.2% |
| 30D | +3.3% | -10.3% | +13.6% | +8.3% |
| 3M | +3.1% | -7.5% | +10.7% | +6.2% |
| 6M | -0.7% | -8.0% | +7.3% | +1.5% |
| YTD | +25.2% | +10.5% | +14.7% | +17.2% |
| 1Y | +32.9% | +38.3% | -5.4% | +11.2% |
| 3Y | +140.6% | +42.5% | +98.1% | +89.9% |
| 5Y | +273.5% | +60.2% | +213.3% | +171.2% |
| 10Y | +334.2% | +68.9% | +265.3% | +190.5% |
| All | +5,376.0% | +961.9% | +4,414.1% | +1,890.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling