+19.7%
WMB vs VG
-49.4%
+69.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.3% |
| 7D | -6.9% | -7.7% | +0.8% | -6.0% |
| 30D | -7.2% | -8.8% | +1.6% | -6.2% |
| 3M | -5.4% | -15.6% | +10.2% | -3.7% |
| 6M | -4.9% | +5.2% | -10.1% | -5.8% |
| YTD | +14.7% | +76.9% | -62.2% | +4.8% |
| 1Y | +14.7% | +42.5% | -27.8% | +7.2% |
| All | +19.7% | -49.4% | +69.1% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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