+281.4%
WMB vs VIVK
-100.0%
+381.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.5% | +7.0% | -0.5% |
| 7D | +7.8% | -57.7% | +65.5% | +8.3% |
| 30D | -5.1% | -87.3% | +82.2% | -4.2% |
| 3M | -4.7% | -98.9% | +94.2% | -2.7% |
| 6M | -7.4% | -100.0% | +92.5% | -4.2% |
| YTD | +17.5% | -100.0% | +117.4% | +20.9% |
| 1Y | +19.5% | -100.0% | +119.5% | +24.6% |
| 3Y | +121.3% | -100.0% | +221.3% | +130.7% |
| 5Y | +200.5% | -100.0% | +300.5% | +213.9% |
| All | +281.4% | -100.0% | +381.4% | +307.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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