+322.9%
WMB vs DT
+103.5%
+219.3%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.4% |
| 7D | +0.6% | -3.3% | +3.9% | +1.1% |
| 30D | +3.3% | +2.0% | +1.2% | +2.8% |
| 3M | +3.1% | +20.0% | -16.9% | -0.5% |
| 6M | -0.7% | +39.3% | -40.0% | -7.5% |
| YTD | +25.2% | +19.8% | +5.4% | +19.6% |
| 1Y | +32.9% | +4.3% | +28.6% | +30.0% |
| 3Y | +140.6% | +7.7% | +132.9% | +130.1% |
| 5Y | +273.5% | -26.8% | +300.3% | +273.2% |
| All | +322.9% | +103.5% | +219.3% | +178.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling