+1,112.0%
VST vs WMB
+267.1%
+844.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.3% | +10.8% | +10.7% |
| 7D | -9.8% | -13.8% | +4.0% | -2.0% |
| 30D | -25.1% | -10.3% | -14.8% | -20.3% |
| 3M | -11.6% | -10.1% | -1.5% | -6.2% |
| 6M | -20.9% | -11.8% | -9.1% | -15.7% |
| YTD | -22.3% | +8.9% | -31.3% | -26.5% |
| 1Y | -32.0% | +14.0% | -46.0% | -37.3% |
| 3Y | +262.4% | +100.5% | +161.9% | +167.5% |
| 5Y | +563.4% | +179.5% | +383.9% | +321.5% |
| All | +1,112.0% | +267.1% | +844.9% | +504.2% |
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