+250.7%
WMB vs DOCN
+74.7%
+176.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.4% |
| 7D | -13.8% | -19.2% | +5.3% | -12.9% |
| 30D | -10.3% | -43.1% | +32.7% | -8.0% |
| 3M | -10.1% | -40.7% | +30.6% | -8.1% |
| 6M | -11.8% | -55.0% | +43.1% | -9.1% |
| YTD | +8.9% | +50.6% | -41.7% | +3.7% |
| 1Y | +14.0% | +54.0% | -40.0% | +8.3% |
| 3Y | +100.5% | +203.9% | -103.4% | +79.7% |
| 5Y | +179.5% | -29.4% | +208.9% | +157.5% |
| All | +250.7% | +74.7% | +176.0% | +220.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 10y: compounded portfolio wealth divided by compounded DOCN 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…
10y analysis · Full analysis span regression · 6 months rolling