+4,666.7%
WMB vs VMC
+3,502.6%
+1,164.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.2% |
| 7D | -13.8% | +0.5% | -14.3% | -14.2% |
| 30D | -10.3% | +15.8% | -26.1% | -16.5% |
| 3M | -10.1% | +0.6% | -10.6% | -11.1% |
| 6M | -11.8% | -4.0% | -7.8% | -11.9% |
| YTD | +8.9% | -0.3% | +9.3% | +5.8% |
| 1Y | +14.0% | -0.5% | +14.5% | +10.6% |
| 3Y | +100.5% | +39.6% | +61.0% | +62.4% |
| 5Y | +179.5% | +50.1% | +129.5% | +112.3% |
| 10Y | +272.7% | +163.9% | +108.8% | +103.2% |
| All | +4,666.7% | +3,502.6% | +1,164.1% | +1,051.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling