+298.4%
WMB vs VNQ
+64.0%
+234.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.3% |
| 7D | -1.0% | -1.3% | +0.2% | -0.2% |
| 30D | -0.4% | -2.6% | +2.1% | +1.3% |
| 3M | +3.2% | -2.0% | +5.2% | +4.4% |
| 6M | +0.1% | +4.3% | -4.3% | -3.4% |
| YTD | +23.9% | +9.2% | +14.6% | +15.6% |
| 1Y | +27.6% | +5.6% | +22.0% | +21.9% |
| 3Y | +141.9% | +30.8% | +111.1% | +94.8% |
| 5Y | +273.8% | +8.0% | +265.8% | +241.1% |
| All | +298.4% | +64.0% | +234.4% | +168.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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