+322.9%
WMB vs VCIT
+29.2%
+293.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.6% | -0.3% | +0.9% | +0.9% |
| 30D | +3.3% | -0.8% | +4.0% | +3.9% |
| 3M | +3.1% | -1.0% | +4.1% | +4.0% |
| 6M | -0.7% | -1.8% | +1.1% | +0.8% |
| YTD | +25.2% | -0.7% | +25.9% | +25.7% |
| 1Y | +32.9% | +1.0% | +31.9% | +31.4% |
| 3Y | +140.6% | +18.8% | +121.7% | +104.0% |
| 5Y | +273.5% | +3.5% | +270.0% | +271.3% |
| All | +322.9% | +29.2% | +293.7% | +313.1% |
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