+121.3%
WMB vs VSH
+31.2%
+90.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | -0.1% |
| 7D | +7.8% | +14.3% | -6.5% | +6.4% |
| 30D | -5.1% | -7.9% | +2.8% | -4.8% |
| 3M | -4.7% | -19.9% | +15.1% | -3.7% |
| 6M | -7.4% | -30.5% | +23.1% | -6.8% |
| YTD | +17.5% | +85.7% | -68.2% | +6.3% |
| 1Y | +19.5% | +98.9% | -79.5% | +7.3% |
| 3Y | +121.3% | +32.1% | +89.2% | +102.7% |
| All | +121.3% | +31.2% | +90.1% | +102.7% |
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