+316.9%
WMB vs DG
+108.0%
+208.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.0% | +6.3% | +2.6% |
| 7D | +0.8% | -2.5% | +3.3% | +1.0% |
| 30D | +7.7% | +1.0% | +6.7% | +7.6% |
| 3M | +6.7% | +20.3% | -13.6% | +4.7% |
| 6M | +3.6% | -11.7% | +15.4% | +4.6% |
| YTD | +28.0% | -2.3% | +30.3% | +27.7% |
| 1Y | +37.6% | +20.0% | +17.6% | +34.1% |
| 3Y | +149.0% | +7.2% | +141.8% | +141.8% |
| 5Y | +285.3% | -37.9% | +323.2% | +305.8% |
| All | +316.9% | +108.0% | +208.9% | +254.1% |
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