+1,917.9%
VRT vs WMB
+240.4%
+1,677.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.7% | +5.9% | +7.4% |
| 7D | -10.6% | -6.7% | -3.9% | -6.0% |
| 30D | -17.4% | -8.6% | -8.9% | -12.1% |
| 3M | -26.4% | -4.9% | -21.5% | -23.4% |
| 6M | -41.0% | -6.3% | -34.7% | -38.4% |
| YTD | +23.8% | +13.0% | +10.8% | +15.8% |
| 1Y | +11.6% | +14.9% | -3.3% | +3.3% |
| 3Y | +403.5% | +113.4% | +290.1% | +249.1% |
| 5Y | +647.0% | +190.2% | +456.9% | +338.5% |
| All | +1,917.9% | +240.4% | +1,677.5% | +623.7% |
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