+745.7%
WMB vs VIG
+630.3%
+115.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.2% |
| 7D | -13.8% | -1.8% | -12.0% | -12.0% |
| 30D | -10.3% | +2.7% | -13.0% | -13.6% |
| 3M | -10.1% | 0.0% | -10.0% | -10.4% |
| 6M | -11.8% | +6.8% | -18.6% | -19.5% |
| YTD | +8.9% | +12.1% | -3.1% | -7.1% |
| 1Y | +14.0% | +14.8% | -0.9% | -6.0% |
| 3Y | +100.5% | +62.4% | +38.1% | +3.2% |
| 5Y | +179.5% | +59.6% | +120.0% | +43.3% |
| 10Y | +272.7% | +261.5% | +11.3% | -44.3% |
| All | +745.7% | +630.3% | +115.4% | -53.7% |
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