+265.0%
WMB vs VSXY
+37.5%
+227.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.6% |
| 7D | -1.0% | +0.1% | -1.2% | -1.0% |
| 30D | -0.4% | -18.7% | +18.2% | +0.5% |
| 3M | +3.2% | -4.0% | +7.2% | +3.3% |
| 6M | +0.1% | +67.5% | -67.4% | -3.4% |
| YTD | +23.9% | +39.7% | -15.8% | +20.5% |
| 1Y | +27.6% | +180.0% | -152.4% | +18.5% |
| 3Y | +141.9% | +337.3% | -195.4% | +109.7% |
| 5Y | +273.8% | +22.7% | +251.1% | +244.4% |
| All | +265.0% | +37.5% | +227.5% | +234.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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