+4,666.7%
WMB vs VFC
+1,340.0%
+3,326.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -13.8% | +11.2% | -25.0% | -16.6% |
| 30D | -10.3% | +41.5% | -51.8% | -19.3% |
| 3M | -10.1% | +38.9% | -49.0% | -18.8% |
| 6M | -11.8% | +6.1% | -18.0% | -15.3% |
| YTD | +8.9% | +14.5% | -5.6% | +0.9% |
| 1Y | +14.0% | +46.0% | -32.0% | -2.4% |
| 3Y | +100.5% | +36.4% | +64.1% | +48.7% |
| 5Y | +179.5% | -67.5% | +247.0% | +229.4% |
| 10Y | +272.7% | -45.8% | +318.6% | +237.5% |
| All | +4,666.7% | +1,340.0% | +3,326.7% | +1,717.7% |
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