+268.9%
WMB vs VSXY
+37.4%
+231.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | 0.0% |
| 7D | +0.6% | -14.0% | +14.6% | +1.3% |
| 30D | +3.3% | -15.9% | +19.2% | +4.1% |
| 3M | +3.1% | +3.4% | -0.3% | +2.8% |
| 6M | -0.7% | +25.9% | -26.6% | -2.7% |
| YTD | +25.2% | +39.5% | -14.3% | +21.7% |
| 1Y | +32.9% | +194.4% | -161.5% | +23.0% |
| 3Y | +140.6% | +281.4% | -140.9% | +111.0% |
| 5Y | +273.5% | +12.8% | +260.7% | +243.8% |
| All | +268.9% | +37.4% | +231.5% | +238.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling