+2,714.2%
WMB vs DLTR
+12,666.4%
-9,952.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.9% |
| 7D | +1.6% | -2.8% | +4.4% | +2.0% |
| 30D | -7.1% | +21.5% | -28.6% | -10.4% |
| 3M | -4.0% | +11.6% | -15.6% | -6.3% |
| 6M | -5.7% | +58.7% | -64.5% | -13.9% |
| YTD | +17.2% | +16.2% | +1.0% | +12.2% |
| 1Y | +17.2% | +34.8% | -17.6% | +9.1% |
| 3Y | +121.1% | +25.3% | +95.8% | +102.0% |
| 5Y | +197.2% | +25.8% | +171.4% | +164.9% |
| 10Y | +280.9% | +83.7% | +197.3% | +207.1% |
| All | +2,714.2% | +12,666.4% | -9,952.2% | +1,225.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling