+197.2%
WMB vs DLTR
+28.6%
+168.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +2.1% |
| 7D | +1.6% | -2.8% | +4.4% | +1.7% |
| 30D | -7.1% | +21.5% | -28.6% | -8.1% |
| 3M | -4.0% | +11.6% | -15.6% | -4.6% |
| 6M | -5.7% | +58.7% | -64.5% | -8.7% |
| YTD | +17.2% | +16.2% | +1.0% | +15.8% |
| 1Y | +17.2% | +34.8% | -17.6% | +14.2% |
| 3Y | +121.1% | +25.3% | +95.8% | +116.0% |
| 5Y | +197.2% | +25.8% | +171.4% | +189.4% |
| All | +197.2% | +28.6% | +168.6% | +189.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling