+1,179.1%
VST vs WMB
+284.4%
+894.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.4% |
| 7D | +19.2% | +8.1% | +11.1% | +14.3% |
| 30D | -17.2% | -6.9% | -10.3% | -13.5% |
| 3M | -8.1% | -5.1% | -3.1% | -5.3% |
| 6M | -8.1% | -5.7% | -2.4% | -5.5% |
| YTD | -16.3% | +18.1% | -34.3% | -24.1% |
| 1Y | -24.1% | +18.4% | -42.5% | -31.4% |
| 3Y | +300.2% | +122.7% | +177.5% | +179.6% |
| 5Y | +645.9% | +202.0% | +443.9% | +353.7% |
| All | +1,179.1% | +284.4% | +894.7% | +513.6% |
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