+295.4%
WMB vs DVA
+187.5%
+107.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -3.0% |
| 7D | -1.7% | -0.2% | -1.5% | -1.6% |
| 30D | +0.7% | +1.7% | -1.0% | +0.4% |
| 3M | +1.5% | -8.7% | +10.2% | +2.4% |
| 6M | +0.1% | +19.7% | -19.6% | -4.3% |
| YTD | +22.9% | +59.6% | -36.7% | +10.9% |
| 1Y | +27.9% | +37.1% | -9.2% | +18.5% |
| 3Y | +139.1% | +89.8% | +49.4% | +102.4% |
| 5Y | +270.9% | +47.4% | +223.6% | +223.6% |
| All | +295.4% | +187.5% | +107.9% | +194.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling