+23.7%
WMB vs DVA
+62.2%
-38.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +5.8% | -12.1% | -6.1% |
| 7D | -8.6% | +4.7% | -13.4% | -8.4% |
| 30D | -4.2% | +7.8% | -12.0% | -3.9% |
| 3M | -4.4% | -15.5% | +11.1% | -4.4% |
| 6M | -8.7% | +25.0% | -33.7% | -9.3% |
| YTD | +15.4% | +69.6% | -54.2% | +10.8% |
| 1Y | +23.7% | +60.6% | -36.8% | +19.8% |
| All | +23.7% | +62.2% | -38.4% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling