+160.5%
VEA vs WMB
+282.5%
-122.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +2.3% | +7.8% | -5.6% | +0.1% |
| 30D | +0.2% | -5.1% | +5.3% | +1.4% |
| 3M | -5.3% | -4.7% | -0.6% | -4.5% |
| 6M | -0.9% | -7.4% | +6.5% | +0.4% |
| YTD | +12.2% | +17.5% | -5.3% | +5.6% |
| 1Y | +16.1% | +19.5% | -3.4% | +8.6% |
| 3Y | +73.0% | +121.3% | -48.3% | +31.6% |
| 5Y | +53.7% | +200.5% | -146.8% | +5.5% |
| All | +160.5% | +282.5% | -122.0% | +53.6% |
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