+1,682.9%
WMB vs DLR
+3,595.7%
-1,912.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +0.6% | +1.6% | -1.0% | 0.0% |
| 30D | +3.3% | -3.4% | +6.6% | +4.5% |
| 3M | +3.1% | +0.5% | +2.6% | +2.2% |
| 6M | -0.7% | +4.6% | -5.3% | -3.3% |
| YTD | +25.2% | +23.4% | +1.7% | +14.1% |
| 1Y | +32.9% | +19.0% | +13.8% | +22.3% |
| 3Y | +140.6% | +56.5% | +84.0% | +95.6% |
| 5Y | +273.5% | +33.3% | +240.1% | +212.0% |
| 10Y | +334.2% | +165.1% | +169.1% | +155.1% |
| All | +1,682.9% | +3,595.7% | -1,912.8% | +311.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling