+281.4%
WMB vs DLTR
+76.3%
+205.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.2% |
| 7D | +7.8% | +5.3% | +2.5% | +7.0% |
| 30D | -5.1% | +13.4% | -18.5% | -7.2% |
| 3M | -4.7% | +6.6% | -11.3% | -6.1% |
| 6M | -7.4% | +59.1% | -66.5% | -15.1% |
| YTD | +17.5% | +12.3% | +5.2% | +13.6% |
| 1Y | +19.5% | +33.9% | -14.4% | +11.7% |
| 3Y | +121.3% | +23.0% | +98.3% | +104.6% |
| 5Y | +200.5% | +22.1% | +178.4% | +166.2% |
| All | +281.4% | +76.3% | +205.1% | +197.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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