+378.5%
WMB vs RVMD
+622.3%
-243.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -1.0% | -3.0% | +1.9% | -0.8% |
| 30D | -0.4% | -0.7% | +0.3% | -0.4% |
| 3M | +3.2% | +36.5% | -33.3% | +0.2% |
| 6M | +0.1% | +104.6% | -104.5% | -7.4% |
| YTD | +23.9% | +155.8% | -132.0% | +11.2% |
| 1Y | +27.6% | +340.7% | -313.1% | +7.9% |
| 3Y | +141.9% | +519.9% | -378.0% | +91.0% |
| 5Y | +273.8% | +584.9% | -311.2% | +177.7% |
| All | +378.5% | +622.3% | -243.9% | +181.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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