+1,164.9%
VST vs WMB
+282.5%
+882.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.8% |
| 7D | +6.6% | +7.8% | -1.2% | +2.4% |
| 30D | -12.4% | -5.1% | -7.3% | -9.5% |
| 3M | -9.0% | -4.7% | -4.3% | -6.4% |
| 6M | -6.4% | -7.4% | +1.0% | -2.8% |
| YTD | -17.2% | +17.5% | -34.7% | -24.7% |
| 1Y | -22.0% | +19.5% | -41.5% | -29.8% |
| 3Y | +296.7% | +121.3% | +175.4% | +178.0% |
| 5Y | +637.6% | +200.5% | +437.1% | +349.9% |
| All | +1,164.9% | +282.5% | +882.4% | +508.5% |
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