+790.3%
WMB vs VIG
+650.0%
+140.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.3% | +1.2% |
| 7D | -6.9% | +1.0% | -7.9% | -8.2% |
| 30D | -7.2% | +4.5% | -11.7% | -12.5% |
| 3M | -5.4% | +2.1% | -7.5% | -8.2% |
| 6M | -4.9% | +10.5% | -15.3% | -16.8% |
| YTD | +14.7% | +15.1% | -0.4% | -5.4% |
| 1Y | +14.7% | +16.9% | -2.2% | -7.4% |
| 3Y | +116.4% | +65.6% | +50.8% | +8.8% |
| 5Y | +198.5% | +64.4% | +134.2% | +47.4% |
| 10Y | +266.3% | +260.6% | +5.6% | -44.6% |
| All | +790.3% | +650.0% | +140.3% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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