-20.9%
VST vs WMB
+31.9%
-52.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +8.9% | +0.6% | +8.3% | +8.8% |
| 30D | +6.2% | +3.3% | +2.9% | +5.6% |
| 3M | -2.7% | +3.1% | -5.9% | -3.1% |
| 6M | -8.4% | -0.7% | -7.6% | -9.1% |
| YTD | -7.2% | +25.2% | -32.4% | -7.5% |
| 1Y | -20.9% | +32.9% | -53.8% | -22.3% |
| All | -20.9% | +31.9% | -52.8% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling