+149.0%
WMB vs DTE
+48.7%
+100.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +1.9% |
| 7D | +0.8% | +0.9% | -0.1% | +0.4% |
| 30D | +7.7% | -1.9% | +9.6% | +8.6% |
| 3M | +6.7% | -3.3% | +10.0% | +8.3% |
| 6M | +3.6% | -7.1% | +10.8% | +6.9% |
| YTD | +28.0% | +8.1% | +19.9% | +23.6% |
| 1Y | +37.6% | +5.3% | +32.4% | +34.4% |
| 3Y | +149.0% | +48.2% | +100.9% | +115.4% |
| All | +149.0% | +48.7% | +100.3% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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