+149.0%
WMB vs VCLT
+12.2%
+136.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | +7.7% | -0.6% | +8.3% | +7.8% |
| 3M | +6.7% | -2.2% | +8.9% | +7.1% |
| 6M | +3.6% | -2.9% | +6.5% | +4.2% |
| YTD | +28.0% | -2.1% | +30.1% | +28.4% |
| 1Y | +37.6% | -2.6% | +40.2% | +38.2% |
| 3Y | +149.0% | +12.5% | +136.5% | +139.4% |
| All | +149.0% | +12.2% | +136.8% | +139.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 3y: compounded portfolio wealth divided by compounded VCLT 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…
3y analysis · Full analysis span regression · 6 months rolling