+264.5%
WMB vs VCIT
+28.8%
+235.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | -13.8% | +0.1% | -13.9% | -13.9% |
| 30D | -10.3% | +1.9% | -12.2% | -11.8% |
| 3M | -10.1% | -1.4% | -8.6% | -9.0% |
| 6M | -11.8% | -2.1% | -9.7% | -10.4% |
| YTD | +8.9% | -1.6% | +10.6% | +10.2% |
| 1Y | +14.0% | -0.9% | +14.9% | +14.6% |
| 3Y | +100.5% | +20.0% | +80.6% | +68.3% |
| 5Y | +179.5% | +3.1% | +176.4% | +177.9% |
| All | +264.5% | +28.8% | +235.7% | +248.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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