+1,509.3%
WMB vs DLR
+3,457.3%
-1,947.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.4% | +0.3% | +2.4% |
| 7D | -6.7% | +2.4% | -9.0% | -7.5% |
| 30D | -8.6% | +0.7% | -9.3% | -8.8% |
| 3M | -4.9% | -6.4% | +1.5% | -2.7% |
| 6M | -6.3% | -6.5% | +0.2% | -4.8% |
| YTD | +13.0% | +18.8% | -5.8% | +4.4% |
| 1Y | +14.9% | +9.0% | +5.9% | +9.6% |
| 3Y | +113.4% | +54.5% | +58.9% | +74.6% |
| 5Y | +190.2% | +35.8% | +154.3% | +140.7% |
| 10Y | +259.9% | +177.5% | +82.4% | +107.3% |
| All | +1,509.3% | +3,457.3% | -1,947.9% | +276.7% |
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 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