+259.9%
WMB vs DLR
+174.9%
+84.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.4% | +0.3% | +2.8% |
| 7D | -6.7% | +2.4% | -9.0% | -7.3% |
| 30D | -8.6% | +0.7% | -9.3% | -8.7% |
| 3M | -4.9% | -6.4% | +1.5% | -3.3% |
| 6M | -6.3% | -6.5% | +0.2% | -5.1% |
| YTD | +13.0% | +18.8% | -5.8% | +6.7% |
| 1Y | +14.9% | +9.0% | +5.9% | +11.1% |
| 3Y | +113.4% | +54.5% | +58.9% | +85.3% |
| 5Y | +190.2% | +35.8% | +154.3% | +155.8% |
| 10Y | +259.9% | +177.5% | +82.4% | +145.2% |
| All | +259.9% | +174.9% | +84.9% | +145.2% |
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