+246.2%
WMB vs VSXY
+93.0%
+153.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.6% |
| 7D | +7.8% | -1.7% | +9.6% | +7.9% |
| 30D | -5.1% | +20.1% | -25.2% | -6.0% |
| 3M | -4.7% | +16.6% | -21.3% | -5.7% |
| 6M | -7.4% | +134.9% | -142.3% | -12.1% |
| YTD | +17.5% | +96.0% | -78.5% | +12.1% |
| 1Y | +19.5% | +203.8% | -184.3% | +10.8% |
| 3Y | +121.3% | +465.3% | -344.1% | +90.2% |
| 5Y | +200.5% | +106.3% | +94.2% | +172.7% |
| All | +246.2% | +93.0% | +153.2% | +211.3% |
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