+295.4%
WMB vs VIAV
+401.3%
-106.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.5% | +1.4% | -2.1% |
| 7D | -1.7% | +11.2% | -12.9% | -4.1% |
| 30D | +0.7% | -2.6% | +3.3% | +0.6% |
| 3M | +1.5% | -20.1% | +21.6% | +4.5% |
| 6M | +0.1% | +25.8% | -25.8% | -10.3% |
| YTD | +22.9% | +109.9% | -87.0% | -6.0% |
| 1Y | +27.9% | +214.3% | -186.4% | -14.3% |
| 3Y | +139.1% | +281.6% | -142.5% | +44.1% |
| 5Y | +270.9% | +132.6% | +138.3% | +158.3% |
| All | +295.4% | +401.3% | -106.0% | +108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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