+2,160.2%
WMB vs DVA
+5,194.7%
-3,034.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | -0.1% |
| 7D | +0.6% | +1.8% | -1.3% | +0.2% |
| 30D | +3.3% | -2.5% | +5.7% | +3.7% |
| 3M | +3.1% | -4.3% | +7.4% | +3.3% |
| 6M | -0.7% | +18.9% | -19.6% | -5.2% |
| YTD | +25.2% | +61.9% | -36.8% | +12.0% |
| 1Y | +32.9% | +35.7% | -2.9% | +22.7% |
| 3Y | +140.6% | +78.6% | +61.9% | +105.8% |
| 5Y | +273.5% | +39.2% | +234.2% | +226.2% |
| 10Y | +334.2% | +184.0% | +150.2% | +219.1% |
| All | +2,160.2% | +5,194.7% | -3,034.5% | +1,113.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling