+285.0%
WMB vs DTE
+31.9%
+253.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | +4.6% | -0.5% | +5.1% | +4.9% |
| 3M | +5.7% | -6.0% | +11.8% | +8.9% |
| 6M | +4.2% | -7.2% | +11.4% | +7.8% |
| YTD | +26.8% | +7.2% | +19.7% | +22.5% |
| 1Y | +34.7% | +4.1% | +30.6% | +31.8% |
| 3Y | +146.8% | +46.9% | +99.9% | +103.8% |
| 5Y | +285.0% | +32.9% | +252.1% | +240.5% |
| All | +285.0% | +31.9% | +253.1% | +240.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling