+117.7%
WMB vs VLTO
+54.8%
+62.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.3% |
| 7D | -13.8% | +5.4% | -19.2% | -14.4% |
| 30D | -10.3% | +22.3% | -32.6% | -12.7% |
| 3M | -10.1% | +19.6% | -29.7% | -12.2% |
| 6M | -11.8% | +35.2% | -47.0% | -15.8% |
| YTD | +8.9% | +17.9% | -8.9% | +6.4% |
| 1Y | +14.0% | +19.5% | -5.6% | +10.9% |
| 3Y | +100.5% | +73.9% | +26.6% | +86.5% |
| All | +117.7% | +54.8% | +62.9% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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