+2,906.0%
WMB vs DLTR
+11,640.8%
-8,734.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +0.6% | +2.5% | -1.9% | +0.1% |
| 30D | +3.3% | +2.1% | +1.2% | +2.8% |
| 3M | +3.1% | +20.3% | -17.1% | -0.4% |
| 6M | -0.7% | +11.5% | -12.2% | -3.5% |
| YTD | +25.2% | +6.8% | +18.3% | +22.1% |
| 1Y | +32.9% | +31.1% | +1.8% | +24.7% |
| 3Y | +140.6% | +10.7% | +129.9% | +125.6% |
| 5Y | +273.5% | +41.6% | +231.9% | +225.8% |
| 10Y | +334.2% | +58.1% | +276.1% | +260.6% |
| All | +2,906.0% | +11,640.8% | -8,734.9% | +1,342.7% |
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 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