+824.0%
WMB vs DG
+628.1%
+195.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +3.4% |
| 7D | -6.7% | +0.7% | -7.3% | -6.8% |
| 30D | -8.6% | +7.4% | -16.0% | -9.7% |
| 3M | -4.9% | +8.5% | -13.4% | -6.3% |
| 6M | -6.3% | +21.9% | -28.2% | -9.5% |
| YTD | +13.0% | +4.9% | +8.1% | +11.1% |
| 1Y | +14.9% | +40.4% | -25.5% | +7.9% |
| 3Y | +113.4% | +23.5% | +89.9% | +98.0% |
| 5Y | +190.2% | -32.3% | +222.4% | +198.3% |
| 10Y | +259.9% | +119.3% | +140.5% | +175.6% |
| All | +824.0% | +628.1% | +195.9% | +356.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling