+180.3%
WMB vs DLR
+32.6%
+147.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -13.8% | -3.6% | -10.2% | -13.0% |
| 30D | -10.3% | -3.5% | -6.9% | -9.5% |
| 3M | -10.1% | -8.9% | -1.1% | -8.1% |
| 6M | -11.8% | -11.6% | -0.3% | -9.5% |
| YTD | +8.9% | +14.9% | -6.0% | +4.3% |
| 1Y | +14.0% | +6.4% | +7.5% | +11.3% |
| 3Y | +100.5% | +47.3% | +53.3% | +80.3% |
| All | +180.3% | +32.6% | +147.7% | +143.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling