+1,819.9%
WMB vs VO
+797.8%
+1,022.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.1% |
| 7D | -13.8% | -2.6% | -11.3% | -11.2% |
| 30D | -10.3% | -0.9% | -9.4% | -9.4% |
| 3M | -10.1% | -3.0% | -7.0% | -7.0% |
| 6M | -11.8% | +2.2% | -14.0% | -14.6% |
| YTD | +8.9% | +10.6% | -1.6% | -4.5% |
| 1Y | +14.0% | +12.5% | +1.5% | -2.2% |
| 3Y | +100.5% | +61.4% | +39.1% | +9.9% |
| 5Y | +179.5% | +33.4% | +146.1% | +84.1% |
| 10Y | +272.7% | +201.5% | +71.2% | -15.6% |
| All | +1,819.9% | +797.8% | +1,022.1% | +16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling