+158.3%
VEA vs WMB
+304.7%
-146.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.3% |
| 7D | -2.1% | -1.7% | -0.4% | -1.6% |
| 30D | -1.1% | +0.7% | -1.8% | -1.4% |
| 3M | +5.1% | +1.5% | +3.6% | +4.2% |
| 6M | +9.8% | +0.1% | +9.7% | +9.0% |
| YTD | +15.9% | +22.9% | -7.0% | +8.1% |
| 1Y | +24.6% | +27.9% | -3.3% | +14.4% |
| 3Y | +75.5% | +139.1% | -63.6% | +31.0% |
| 5Y | +59.4% | +270.9% | -211.5% | +3.0% |
| All | +158.3% | +304.7% | -146.4% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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