+5,039.4%
WMB vs DE
+14,451.3%
-9,411.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | +7.8% | +0.3% | +7.5% | +7.7% |
| 30D | -5.1% | +3.6% | -8.7% | -6.5% |
| 3M | -4.7% | +10.2% | -15.0% | -9.1% |
| 6M | -7.4% | +16.6% | -24.0% | -14.3% |
| YTD | +17.5% | +45.8% | -28.3% | -2.2% |
| 1Y | +19.5% | +43.9% | -24.4% | -0.2% |
| 3Y | +121.3% | +89.6% | +31.7% | +59.6% |
| 5Y | +200.5% | +100.3% | +100.2% | +104.7% |
| 10Y | +281.9% | +760.8% | -478.9% | +34.0% |
| All | +5,039.4% | +14,451.3% | -9,411.9% | +741.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling