+332.5%
WMB vs DT
+97.2%
+235.2%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.1% | +5.4% | +2.8% |
| 7D | +0.8% | -4.9% | +5.7% | +1.6% |
| 30D | +7.7% | +2.7% | +5.0% | +7.1% |
| 3M | +6.7% | +20.0% | -13.3% | +2.9% |
| 6M | +3.6% | +28.0% | -24.4% | -1.9% |
| YTD | +28.0% | +16.0% | +12.0% | +22.9% |
| 1Y | +37.6% | +0.7% | +36.9% | +35.4% |
| 3Y | +149.0% | +6.2% | +142.8% | +138.6% |
| 5Y | +285.3% | -28.1% | +313.4% | +285.7% |
| All | +332.5% | +97.2% | +235.2% | +186.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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