+302.1%
WMB vs VO
+192.5%
+109.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.8% | +2.8% |
| 7D | +0.8% | +0.6% | +0.2% | +0.2% |
| 30D | +7.7% | -1.1% | +8.8% | +8.7% |
| 3M | +6.7% | +4.5% | +2.2% | +2.3% |
| 6M | +3.6% | +11.1% | -7.4% | -6.2% |
| YTD | +28.0% | +13.5% | +14.5% | +13.3% |
| 1Y | +37.6% | +14.5% | +23.1% | +20.6% |
| 3Y | +149.0% | +58.1% | +90.9% | +60.7% |
| 5Y | +285.3% | +43.3% | +242.0% | +166.8% |
| 10Y | +302.1% | +193.2% | +108.9% | +27.4% |
| All | +302.1% | +192.5% | +109.6% | +27.4% |
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