+271.4%
WMB vs DOCN
+102.5%
+168.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -7.2% | +0.8% | -6.0% |
| 7D | -8.6% | -20.0% | +11.4% | -7.6% |
| 30D | -4.2% | -38.8% | +34.6% | -2.0% |
| 3M | -4.4% | -34.8% | +30.4% | -2.8% |
| 6M | -8.7% | -22.8% | +14.1% | -8.8% |
| YTD | +15.4% | +74.6% | -59.2% | +9.0% |
| 1Y | +23.7% | +116.4% | -92.7% | +15.2% |
| 3Y | +110.4% | +239.3% | -128.9% | +87.5% |
| 5Y | +198.9% | -20.2% | +219.2% | +173.5% |
| All | +271.4% | +102.5% | +168.9% | +236.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling