+743.6%
VLO vs WMB
+267.9%
+475.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.7% | -0.7% | +0.5% |
| 7D | -6.5% | -6.7% | +0.2% | -2.0% |
| 30D | -17.8% | -8.6% | -9.2% | -13.0% |
| 3M | +19.6% | -4.9% | +24.5% | +22.7% |
| 6M | +49.3% | -6.3% | +55.6% | +53.6% |
| YTD | +122.4% | +13.0% | +109.4% | +100.8% |
| 1Y | +107.4% | +14.9% | +92.5% | +84.7% |
| 3Y | +223.1% | +113.4% | +109.7% | +74.9% |
| 5Y | +432.2% | +190.2% | +242.1% | +130.4% |
| 10Y | +743.6% | +259.9% | +483.8% | +180.4% |
| All | +743.6% | +267.9% | +475.8% | +180.4% |
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