+100.5%
WMB vs VSH
+6.8%
+93.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.0% | -0.8% |
| 7D | -13.8% | -12.9% | -0.9% | -12.8% |
| 30D | -10.3% | -36.9% | +26.5% | -7.4% |
| 3M | -10.1% | -28.8% | +18.7% | -8.0% |
| 6M | -11.8% | -30.3% | +18.5% | -11.4% |
| YTD | +8.9% | +62.4% | -53.4% | -0.1% |
| 1Y | +14.0% | +62.5% | -48.6% | +4.3% |
| 3Y | +100.5% | +7.4% | +93.1% | +89.5% |
| All | +100.5% | +6.8% | +93.7% | +89.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling