+838.0%
WMB vs DG
+631.4%
+206.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.1% | +1.5% |
| 7D | -6.9% | +5.2% | -12.1% | -7.6% |
| 30D | -7.2% | +7.9% | -15.1% | -8.4% |
| 3M | -5.4% | +12.7% | -18.1% | -7.3% |
| 6M | -4.9% | +22.4% | -27.3% | -8.2% |
| YTD | +14.7% | +5.4% | +9.3% | +12.7% |
| 1Y | +14.7% | +39.4% | -24.7% | +7.8% |
| 3Y | +116.4% | +24.1% | +92.2% | +100.7% |
| 5Y | +198.5% | -32.2% | +230.7% | +207.0% |
| 10Y | +266.3% | +111.8% | +154.5% | +183.2% |
| All | +838.0% | +631.4% | +206.6% | +363.2% |
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