+100.5%
WMB vs DG
+19.3%
+81.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | -0.4% |
| 7D | -13.8% | +1.1% | -14.9% | -13.7% |
| 30D | -10.3% | +9.5% | -19.8% | -10.1% |
| 3M | -10.1% | +5.5% | -15.5% | -9.9% |
| 6M | -11.8% | +16.1% | -27.9% | -11.6% |
| YTD | +8.9% | +2.7% | +6.3% | +9.3% |
| 1Y | +14.0% | +42.1% | -28.1% | +14.3% |
| 3Y | +100.5% | +19.3% | +81.3% | +92.5% |
| All | +100.5% | +19.3% | +81.2% | +92.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling