+5,376.0%
WMB vs DTE
+3,490.8%
+1,885.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.6% |
| 7D | +0.6% | +0.2% | +0.4% | +0.4% |
| 30D | +3.3% | -2.6% | +5.8% | +5.1% |
| 3M | +3.1% | -3.9% | +7.0% | +5.8% |
| 6M | -0.7% | -7.9% | +7.2% | +4.7% |
| YTD | +25.2% | +7.2% | +18.0% | +18.6% |
| 1Y | +32.9% | +3.1% | +29.8% | +29.2% |
| 3Y | +140.6% | +47.6% | +93.0% | +78.2% |
| 5Y | +273.5% | +32.7% | +240.7% | +192.7% |
| 10Y | +334.2% | +138.8% | +195.5% | +114.7% |
| All | +5,376.0% | +3,490.8% | +1,885.2% | +496.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling