+122.4%
WMB vs DRI
+67.6%
+54.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +0.8% |
| 7D | +8.1% | -0.3% | +8.4% | +8.1% |
| 30D | -6.9% | +10.8% | -17.7% | -7.8% |
| 3M | -5.1% | +0.9% | -6.0% | -5.2% |
| 6M | -5.7% | +16.3% | -22.0% | -7.3% |
| YTD | +18.1% | +27.8% | -9.7% | +14.1% |
| 1Y | +18.4% | +33.9% | -15.4% | +13.5% |
| All | +122.4% | +67.6% | +54.8% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 3y: compounded portfolio wealth divided by compounded DRI 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…
3y analysis · Full analysis span regression · 6 months rolling