+113.4%
WMB vs VLTO
+73.3%
+40.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.6% |
| 7D | -6.7% | +2.0% | -8.7% | -6.9% |
| 30D | -8.6% | +21.8% | -30.4% | -11.0% |
| 3M | -4.9% | +20.2% | -25.1% | -7.3% |
| 6M | -6.3% | +36.3% | -42.6% | -10.9% |
| YTD | +13.0% | +18.8% | -5.9% | +10.1% |
| 1Y | +14.9% | +20.4% | -5.5% | +11.6% |
| 3Y | +113.4% | +71.9% | +41.5% | +91.5% |
| All | +113.4% | +73.3% | +40.1% | +91.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling