+251.6%
WMB vs DOCN
+70.4%
+181.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -15.9% | +10.5% | -4.5% |
| 7D | -14.2% | -29.3% | +15.1% | -12.7% |
| 30D | -11.2% | -46.0% | +34.8% | -8.7% |
| 3M | -9.9% | -43.2% | +33.3% | -7.7% |
| 6M | -14.4% | -53.7% | +39.4% | -11.8% |
| YTD | +9.2% | +46.9% | -37.7% | +4.2% |
| 1Y | +15.1% | +54.3% | -39.3% | +9.3% |
| 3Y | +99.2% | +185.5% | -86.3% | +79.1% |
| 5Y | +180.2% | -31.1% | +211.3% | +158.6% |
| All | +251.6% | +70.4% | +181.2% | +221.5% |
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