+280.4%
WMB vs VFC
-48.7%
+329.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.6% | +2.2% |
| 7D | +1.6% | -1.4% | +2.9% | +1.8% |
| 30D | -7.1% | +30.7% | -37.8% | -11.7% |
| 3M | -4.0% | +40.6% | -44.6% | -10.1% |
| 6M | -5.7% | +16.5% | -22.2% | -9.4% |
| YTD | +17.2% | +16.2% | +1.0% | +11.6% |
| 1Y | +17.2% | +42.4% | -25.2% | +6.8% |
| 3Y | +121.1% | +48.1% | +73.0% | +77.3% |
| 5Y | +197.2% | -67.8% | +265.0% | +288.9% |
| All | +280.4% | -48.7% | +329.2% | +333.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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