+900.2%
VLO vs WMB
+309.4%
+590.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.3% | +1.0% | +1.7% |
| 7D | +5.8% | +0.8% | +5.0% | +5.2% |
| 30D | +28.3% | +7.7% | +20.6% | +21.8% |
| 3M | +48.7% | +6.7% | +42.0% | +41.3% |
| 6M | +71.9% | +3.6% | +68.3% | +66.2% |
| YTD | +138.7% | +28.0% | +110.7% | +99.3% |
| 1Y | +148.5% | +37.6% | +110.8% | +95.4% |
| 3Y | +192.7% | +149.0% | +43.6% | +43.7% |
| 5Y | +601.6% | +285.3% | +316.3% | +152.5% |
| 10Y | +900.2% | +302.1% | +598.1% | +219.4% |
| All | +900.2% | +309.4% | +590.8% | +219.4% |
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