+302.1%
WMB vs VSH
+170.2%
+131.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.5% |
| 7D | +0.8% | +6.2% | -5.4% | -0.7% |
| 30D | +7.7% | -11.1% | +18.8% | +10.5% |
| 3M | +6.7% | -44.9% | +51.6% | +20.7% |
| 6M | +3.6% | +90.0% | -86.3% | -20.2% |
| YTD | +28.0% | +118.8% | -90.8% | -6.4% |
| 1Y | +37.6% | +109.0% | -71.4% | +1.0% |
| 3Y | +149.0% | +35.6% | +113.4% | +99.8% |
| 5Y | +285.3% | +66.7% | +218.6% | +172.0% |
| 10Y | +302.1% | +167.9% | +134.1% | +99.9% |
| All | +302.1% | +170.2% | +131.8% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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