+5,376.0%
WMB vs VFC
+845.1%
+4,530.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.2% | -0.5% |
| 7D | +0.6% | -1.6% | +2.2% | +1.0% |
| 30D | +3.3% | -11.6% | +14.9% | +6.9% |
| 3M | +3.1% | -18.1% | +21.2% | +7.7% |
| 6M | -0.7% | -27.4% | +26.6% | +6.3% |
| YTD | +25.2% | -24.8% | +50.0% | +31.8% |
| 1Y | +32.9% | -8.2% | +41.1% | +29.6% |
| 3Y | +140.6% | -29.1% | +169.7% | +115.7% |
| 5Y | +273.5% | -79.2% | +352.6% | +403.1% |
| 10Y | +334.2% | -68.1% | +402.3% | +365.6% |
| All | +5,376.0% | +845.1% | +4,530.9% | +2,273.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling