+897.3%
VST vs WMB
+249.5%
+647.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.3% | -0.8% | -3.3% |
| 7D | -19.9% | -14.2% | -5.7% | -12.7% |
| 30D | -29.7% | -11.2% | -18.4% | -24.8% |
| 3M | -19.6% | -9.9% | -9.7% | -14.8% |
| 6M | -29.4% | -14.4% | -15.0% | -23.6% |
| YTD | -29.7% | +9.2% | -39.0% | -33.6% |
| 1Y | -40.0% | +15.1% | -55.1% | -45.0% |
| 3Y | +231.0% | +99.2% | +131.8% | +144.9% |
| 5Y | +500.1% | +180.2% | +319.8% | +280.6% |
| 10Y | +1,004.2% | +273.7% | +730.5% | +432.2% |
| All | +897.3% | +249.5% | +647.8% | +394.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling