+1,807.1%
WMB vs VNQ
+392.1%
+1,415.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | +0.8% | -0.4% | +1.2% | +1.0% |
| 30D | +7.7% | -2.5% | +10.3% | +9.4% |
| 3M | +6.7% | +1.4% | +5.3% | +5.5% |
| 6M | +3.6% | +4.6% | -0.9% | +0.3% |
| YTD | +28.0% | +10.5% | +17.5% | +19.4% |
| 1Y | +37.6% | +8.4% | +29.2% | +29.9% |
| 3Y | +149.0% | +32.4% | +116.6% | +104.3% |
| 5Y | +285.3% | +5.5% | +279.8% | +260.2% |
| 10Y | +302.1% | +59.1% | +243.0% | +189.2% |
| All | +1,807.1% | +392.1% | +1,415.1% | +519.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling