+281.4%
WMB vs DLR
+188.2%
+93.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | 0.0% |
| 7D | +7.8% | +3.3% | +4.5% | +6.9% |
| 30D | -5.1% | +4.6% | -9.7% | -6.2% |
| 3M | -4.7% | -8.3% | +3.6% | -2.5% |
| 6M | -7.4% | -5.6% | -1.8% | -6.4% |
| YTD | +17.5% | +18.7% | -1.3% | +10.9% |
| 1Y | +19.5% | +17.1% | +2.4% | +13.2% |
| 3Y | +121.3% | +54.4% | +66.9% | +92.2% |
| 5Y | +200.5% | +36.5% | +164.0% | +164.5% |
| All | +281.4% | +188.2% | +93.2% | +158.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling