+278.8%
WMB vs VMC
+52.7%
+226.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | +0.6% | -4.3% | +4.9% | +1.5% |
| 30D | +3.3% | -8.2% | +11.5% | +5.1% |
| 3M | +3.1% | -7.0% | +10.2% | +4.4% |
| 6M | -0.7% | -10.8% | +10.1% | +1.3% |
| YTD | +25.2% | -7.4% | +32.6% | +25.8% |
| 1Y | +32.9% | -9.5% | +42.4% | +34.0% |
| 3Y | +140.6% | +20.5% | +120.1% | +120.1% |
| All | +278.8% | +52.7% | +226.1% | +220.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling