+283.3%
WMB vs DVA
+192.4%
+90.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.1% | +5.9% | +1.5% |
| 7D | +8.1% | -10.7% | +18.7% | +9.8% |
| 30D | -6.9% | -4.4% | -2.5% | -6.6% |
| 3M | -5.1% | -4.1% | -1.0% | -5.0% |
| 6M | -5.7% | -13.2% | +7.5% | -4.7% |
| YTD | +18.1% | +53.2% | -35.2% | +6.6% |
| 1Y | +18.4% | +40.8% | -22.4% | +8.6% |
| 3Y | +122.7% | +109.7% | +13.0% | +84.1% |
| 5Y | +202.0% | +64.5% | +137.5% | +153.3% |
| All | +283.3% | +192.4% | +90.9% | +190.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling