+118.3%
WMB vs VLTO
+54.1%
+64.1%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -4.9% | -5.3% |
| 7D | -14.2% | +12.0% | -26.2% | -15.4% |
| 30D | -11.2% | +20.8% | -32.1% | -13.5% |
| 3M | -9.9% | +20.1% | -30.0% | -12.1% |
| 6M | -14.4% | +32.6% | -47.0% | -18.0% |
| YTD | +9.2% | +17.3% | -8.1% | +6.7% |
| 1Y | +15.1% | +17.3% | -2.2% | +12.3% |
| 3Y | +99.2% | +66.9% | +32.3% | +86.2% |
| All | +118.3% | +54.1% | +64.1% | +103.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling