+198.5%
WMB vs VCLT
-17.9%
+216.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.7% |
| 7D | -6.9% | +0.2% | -7.1% | -7.0% |
| 30D | -7.2% | +2.3% | -9.5% | -7.7% |
| 3M | -5.4% | -1.1% | -4.4% | -5.2% |
| 6M | -4.9% | -4.2% | -0.7% | -4.0% |
| YTD | +14.7% | -3.4% | +18.1% | +15.5% |
| 1Y | +14.7% | -3.8% | +18.5% | +15.6% |
| 3Y | +116.4% | +14.7% | +101.7% | +107.1% |
| 5Y | +198.5% | -16.7% | +215.2% | +174.3% |
| All | +198.5% | -17.9% | +216.4% | +174.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling