+116.6%
WMB vs VIK
+236.8%
-120.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.4% | +1.9% |
| 7D | +0.8% | +3.6% | -2.8% | +0.3% |
| 30D | +7.7% | -16.7% | +24.5% | +10.2% |
| 3M | +6.7% | -1.1% | +7.8% | +6.3% |
| 6M | +3.6% | +27.8% | -24.2% | -2.0% |
| YTD | +28.0% | +23.3% | +4.7% | +21.2% |
| 1Y | +37.6% | +38.2% | -0.6% | +26.3% |
| All | +116.6% | +236.8% | -120.2% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 3y: compounded portfolio wealth divided by compounded VIK 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…
3y analysis · Full analysis span regression · 6 months rolling