+5,376.0%
WMB vs DE
+14,847.5%
-9,471.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | +0.6% | +10.0% | -9.5% | -3.3% |
| 30D | +3.3% | +13.3% | -10.1% | -2.3% |
| 3M | +3.1% | +17.5% | -14.4% | -4.4% |
| 6M | -0.7% | +13.6% | -14.3% | -7.3% |
| YTD | +25.2% | +49.8% | -24.6% | +3.4% |
| 1Y | +32.9% | +47.9% | -15.0% | +9.8% |
| 3Y | +140.6% | +72.5% | +68.0% | +81.0% |
| 5Y | +273.5% | +90.2% | +183.2% | +160.1% |
| 10Y | +334.2% | +865.4% | -531.2% | +45.7% |
| All | +5,376.0% | +14,847.5% | -9,471.5% | +789.4% |
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 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