+37.6%
WMB vs DLR
+20.4%
+17.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.2% |
| 7D | +0.8% | +3.4% | -2.6% | +0.5% |
| 30D | +7.7% | -2.2% | +9.9% | +8.0% |
| 3M | +6.7% | +4.7% | +2.0% | +6.5% |
| 6M | +3.6% | +9.0% | -5.4% | +3.0% |
| YTD | +28.0% | +24.1% | +3.9% | +25.0% |
| 1Y | +37.6% | +20.9% | +16.7% | +36.6% |
| All | +37.6% | +20.4% | +17.3% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling