+259.9%
WMB vs VO
+206.8%
+53.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.0% | +1.3% |
| 7D | -6.7% | -0.1% | -6.5% | -6.5% |
| 30D | -8.6% | +0.5% | -9.1% | -9.0% |
| 3M | -4.9% | -1.0% | -3.9% | -4.1% |
| 6M | -6.3% | +6.4% | -12.7% | -11.7% |
| YTD | +13.0% | +13.6% | -0.6% | 0.0% |
| 1Y | +14.9% | +14.5% | +0.5% | +0.9% |
| 3Y | +113.4% | +67.2% | +46.2% | +31.1% |
| 5Y | +190.2% | +36.1% | +154.1% | +113.2% |
| 10Y | +259.9% | +199.3% | +60.5% | +15.7% |
| All | +259.9% | +206.8% | +53.1% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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