+5,376.0%
WMB vs VMC
+3,246.6%
+2,129.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | +0.6% | -4.3% | +4.9% | +2.5% |
| 30D | +3.3% | -8.2% | +11.5% | +7.1% |
| 3M | +3.1% | -7.0% | +10.2% | +5.6% |
| 6M | -0.7% | -10.8% | +10.1% | +2.8% |
| YTD | +25.2% | -7.4% | +32.6% | +26.4% |
| 1Y | +32.9% | -9.5% | +42.4% | +35.1% |
| 3Y | +140.6% | +20.5% | +120.1% | +109.1% |
| 5Y | +273.5% | +51.6% | +221.9% | +182.8% |
| 10Y | +334.2% | +150.0% | +184.2% | +143.3% |
| All | +5,376.0% | +3,246.6% | +2,129.4% | +1,275.9% |
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