+100.5%
WMB vs VMC
+38.8%
+61.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -13.8% | +0.5% | -14.3% | -13.9% |
| 30D | -10.3% | +15.8% | -26.1% | -11.9% |
| 3M | -10.1% | +0.6% | -10.6% | -10.1% |
| 6M | -11.8% | -4.0% | -7.8% | -11.2% |
| YTD | +8.9% | -0.3% | +9.3% | +8.3% |
| 1Y | +14.0% | -0.5% | +14.5% | +13.2% |
| 3Y | +100.5% | +39.6% | +61.0% | +86.3% |
| All | +100.5% | +38.8% | +61.7% | +86.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling