+149.0%
WMB vs DLTR
+6.7%
+142.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -5.6% | +7.9% | +2.4% |
| 7D | +0.8% | -5.8% | +6.6% | +0.9% |
| 30D | +7.7% | -5.2% | +13.0% | +7.8% |
| 3M | +6.7% | +15.2% | -8.5% | +6.2% |
| 6M | +3.6% | +7.1% | -3.5% | +3.5% |
| YTD | +28.0% | +0.8% | +27.2% | +28.0% |
| 1Y | +37.6% | +24.8% | +12.8% | +35.9% |
| 3Y | +149.0% | +6.9% | +142.1% | +144.2% |
| All | +149.0% | +6.7% | +142.4% | +144.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling