+356.1%
WMB vs RVMD
+525.1%
-169.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.0% |
| 7D | +8.1% | -0.7% | +8.8% | +8.1% |
| 30D | -6.9% | -6.4% | -0.5% | -6.5% |
| 3M | -5.1% | -14.1% | +9.0% | -4.0% |
| 6M | -5.7% | +21.0% | -26.7% | -7.8% |
| YTD | +18.1% | +121.4% | -103.3% | +7.1% |
| 1Y | +18.4% | +167.9% | -149.5% | +5.2% |
| 3Y | +122.7% | +794.7% | -672.0% | +70.4% |
| 5Y | +202.0% | +437.2% | -235.1% | +132.1% |
| All | +356.1% | +525.1% | -169.1% | +171.6% |
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