-7.4%
WMB vs DE
+15.1%
-22.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | +7.8% | +0.3% | +7.5% | +7.8% |
| 30D | -5.1% | +3.6% | -8.7% | -5.0% |
| 3M | -4.7% | +10.2% | -15.0% | -3.8% |
| 6M | -7.4% | +16.6% | -24.0% | -7.4% |
| All | -7.4% | +15.1% | -22.5% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 6mo: compounded portfolio wealth divided by compounded DE 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…
6mo analysis · Full analysis span regression · 6 months rolling