+278.8%
WMB vs DG
-35.0%
+313.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | +0.1% |
| 7D | +0.6% | +8.4% | -7.8% | +0.4% |
| 30D | +3.3% | +4.9% | -1.7% | +3.1% |
| 3M | +3.1% | +29.3% | -26.2% | +2.3% |
| 6M | -0.7% | -11.3% | +10.6% | -0.2% |
| YTD | +25.2% | +1.8% | +23.4% | +25.1% |
| 1Y | +32.9% | +25.3% | +7.5% | +31.4% |
| 3Y | +140.6% | +9.1% | +131.5% | +139.8% |
| All | +278.8% | -35.0% | +313.7% | +301.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling