+5,376.0%
WMB vs VSH
+1,674.8%
+3,701.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | -1.1% |
| 7D | +0.6% | +4.1% | -3.5% | -0.6% |
| 30D | +3.3% | -4.2% | +7.4% | +3.9% |
| 3M | +3.1% | -50.0% | +53.1% | +20.4% |
| 6M | -0.7% | +80.2% | -80.9% | -20.9% |
| YTD | +25.2% | +121.1% | -95.9% | -6.6% |
| 1Y | +32.9% | +112.0% | -79.1% | -0.6% |
| 3Y | +140.6% | +22.5% | +118.0% | +98.4% |
| 5Y | +273.5% | +64.0% | +209.4% | +176.0% |
| 10Y | +334.2% | +170.4% | +163.8% | +167.0% |
| All | +5,376.0% | +1,674.8% | +3,701.2% | +2,024.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling