+259.9%
WMB vs VFC
-44.8%
+304.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +3.2% |
| 7D | -6.7% | +7.7% | -14.3% | -7.9% |
| 30D | -8.6% | +39.2% | -47.8% | -14.1% |
| 3M | -4.9% | +40.3% | -45.2% | -10.9% |
| 6M | -6.3% | +11.4% | -17.7% | -9.2% |
| YTD | +13.0% | +17.5% | -4.5% | +7.4% |
| 1Y | +14.9% | +45.9% | -30.9% | +4.3% |
| 3Y | +113.4% | +47.3% | +66.1% | +71.7% |
| 5Y | +190.2% | -67.2% | +257.4% | +277.6% |
| 10Y | +259.9% | -46.1% | +305.9% | +311.1% |
| All | +259.9% | -44.8% | +304.6% | +311.1% |
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