+302.1%
WMB vs VMC
+149.2%
+152.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.9% | +2.9% |
| 7D | +0.8% | -0.5% | +1.3% | +1.0% |
| 30D | +7.7% | -9.1% | +16.8% | +11.6% |
| 3M | +6.7% | -4.1% | +10.9% | +7.6% |
| 6M | +3.6% | -5.5% | +9.2% | +4.4% |
| YTD | +28.0% | -8.9% | +36.9% | +29.9% |
| 1Y | +37.6% | -12.9% | +50.6% | +41.9% |
| 3Y | +149.0% | +22.1% | +126.9% | +116.1% |
| 5Y | +285.3% | +52.7% | +232.6% | +192.1% |
| 10Y | +302.1% | +152.7% | +149.3% | +124.2% |
| All | +302.1% | +149.2% | +152.9% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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