+1,473.0%
WMB vs DGX
+8,796.3%
-7,323.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.6% |
| 7D | +0.8% | -0.3% | +1.1% | +0.9% |
| 30D | +7.7% | -1.2% | +8.9% | +8.1% |
| 3M | +6.7% | +19.9% | -13.2% | -1.7% |
| 6M | +3.6% | +19.2% | -15.6% | -4.6% |
| YTD | +28.0% | +37.5% | -9.5% | +10.4% |
| 1Y | +37.6% | +31.3% | +6.3% | +20.8% |
| 3Y | +149.0% | +96.6% | +52.4% | +80.4% |
| 5Y | +285.3% | +64.3% | +221.0% | +195.2% |
| 10Y | +302.1% | +241.1% | +60.9% | +114.8% |
| All | +1,473.0% | +8,796.3% | -7,323.3% | +293.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling