+5,039.4%
WMB vs DTE
+3,620.6%
+1,418.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.8% |
| 7D | +7.8% | +3.4% | +4.4% | +5.4% |
| 30D | -5.1% | +8.9% | -14.0% | -10.7% |
| 3M | -4.7% | +1.1% | -5.8% | -5.6% |
| 6M | -7.4% | +0.1% | -7.5% | -7.9% |
| YTD | +17.5% | +11.1% | +6.4% | +8.4% |
| 1Y | +19.5% | +4.9% | +14.5% | +14.5% |
| 3Y | +121.3% | +58.6% | +62.7% | +56.0% |
| 5Y | +200.5% | +47.3% | +153.2% | +118.7% |
| 10Y | +281.9% | +151.3% | +130.5% | +82.2% |
| All | +5,039.4% | +3,620.6% | +1,418.8% | +444.5% |
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 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