+923.6%
WMB vs DG
+606.1%
+317.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | +0.6% | +8.4% | -7.8% | -0.5% |
| 30D | +3.3% | +4.9% | -1.7% | +2.5% |
| 3M | +3.1% | +29.3% | -26.2% | -0.8% |
| 6M | -0.7% | -11.3% | +10.6% | +0.6% |
| YTD | +25.2% | +1.8% | +23.4% | +24.0% |
| 1Y | +32.9% | +25.3% | +7.5% | +27.1% |
| 3Y | +140.6% | +9.1% | +131.5% | +128.8% |
| 5Y | +273.5% | -34.9% | +308.3% | +287.4% |
| 10Y | +334.2% | +108.2% | +226.1% | +236.6% |
| All | +923.6% | +606.1% | +317.5% | +409.6% |
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