+37.6%
WMB vs DT
+0.4%
+37.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.1% | +5.4% | +2.1% |
| 7D | +0.8% | -4.9% | +5.7% | +0.6% |
| 30D | +7.7% | +2.7% | +5.0% | +7.8% |
| 3M | +6.7% | +20.0% | -13.3% | +7.9% |
| 6M | +3.6% | +28.0% | -24.4% | +5.3% |
| YTD | +28.0% | +16.0% | +12.0% | +29.4% |
| 1Y | +37.6% | +0.7% | +36.9% | +39.5% |
| All | +37.6% | +0.4% | +37.2% | +39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling