+259.9%
WMB vs VSH
+128.2%
+131.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +13.4% | -9.7% | +0.4% |
| 7D | -6.7% | +3.5% | -10.1% | -7.7% |
| 30D | -8.6% | -22.4% | +13.9% | -3.6% |
| 3M | -4.9% | -25.2% | +20.3% | +0.3% |
| 6M | -6.3% | -22.5% | +16.2% | -7.0% |
| YTD | +13.0% | +84.2% | -71.2% | -14.7% |
| 1Y | +14.9% | +87.1% | -72.1% | -13.9% |
| 3Y | +113.4% | +31.7% | +81.7% | +67.1% |
| 5Y | +190.2% | +42.6% | +147.6% | +110.6% |
| 10Y | +259.9% | +116.6% | +143.3% | +104.9% |
| All | +259.9% | +128.2% | +131.6% | +104.9% |
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