+283.3%
WMB vs DG
+105.9%
+177.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.8% | +0.9% |
| 7D | +8.1% | -2.5% | +10.5% | +8.3% |
| 30D | -6.9% | +7.7% | -14.6% | -7.6% |
| 3M | -5.1% | +13.1% | -18.2% | -6.3% |
| 6M | -5.7% | +32.0% | -37.7% | -8.4% |
| YTD | +18.1% | +3.3% | +14.7% | +17.1% |
| 1Y | +18.4% | +31.7% | -13.2% | +14.3% |
| 3Y | +122.7% | +21.7% | +101.0% | +112.7% |
| 5Y | +202.0% | -34.7% | +236.8% | +216.7% |
| All | +283.3% | +105.9% | +177.4% | +236.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling