+3,306.1%
WMB vs VIAV
+2,760.3%
+545.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.1% | +1.0% |
| 7D | +8.1% | +23.7% | -15.6% | +4.0% |
| 30D | -6.9% | -21.2% | +14.3% | -3.6% |
| 3M | -5.1% | -24.5% | +19.4% | -1.9% |
| 6M | -5.7% | -39.1% | +33.4% | -0.5% |
| YTD | +18.1% | +82.6% | -64.5% | +0.4% |
| 1Y | +18.4% | +82.7% | -64.3% | +0.5% |
| 3Y | +122.7% | +315.1% | -192.3% | +58.5% |
| 5Y | +202.0% | +113.4% | +88.7% | +138.3% |
| 10Y | +283.8% | +317.2% | -33.4% | +166.1% |
| All | +3,306.1% | +2,760.3% | +545.8% | +1,577.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling