+285.0%
WMB vs DLTR
+27.2%
+257.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | -0.6% |
| 7D | 0.0% | -10.2% | +10.2% | +0.6% |
| 30D | +4.6% | -8.5% | +13.1% | +5.1% |
| 3M | +5.7% | +5.6% | +0.2% | +5.2% |
| 6M | +4.2% | +2.2% | +2.0% | +3.8% |
| YTD | +26.8% | -3.8% | +30.6% | +26.7% |
| 1Y | +34.7% | +22.9% | +11.7% | +31.5% |
| 3Y | +146.8% | +2.0% | +144.8% | +143.8% |
| 5Y | +285.0% | +29.8% | +255.2% | +277.2% |
| All | +285.0% | +27.2% | +257.9% | +277.2% |
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 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