+23.7%
WMB vs DGX
+45.0%
-21.2%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.5% | -9.9% | -6.2% |
| 7D | -8.6% | +4.1% | -12.7% | -8.5% |
| 30D | -4.2% | +10.5% | -14.7% | -4.0% |
| 3M | -4.4% | +9.8% | -14.2% | -4.2% |
| 6M | -8.7% | +34.6% | -43.2% | -9.7% |
| YTD | +15.4% | +49.8% | -34.4% | +13.3% |
| 1Y | +23.7% | +46.0% | -22.3% | +23.3% |
| All | +23.7% | +45.0% | -21.2% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling