+322.9%
WMB vs VT
+224.5%
+98.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | +0.6% | +0.4% | +0.1% | +0.1% |
| 30D | +3.3% | +1.0% | +2.3% | +2.2% |
| 3M | +3.1% | +2.4% | +0.8% | +0.3% |
| 6M | -0.7% | +12.0% | -12.7% | -11.9% |
| YTD | +25.2% | +15.3% | +9.8% | +7.7% |
| 1Y | +32.9% | +22.6% | +10.3% | +7.4% |
| 3Y | +140.6% | +74.7% | +65.9% | +34.5% |
| 5Y | +273.5% | +66.1% | +207.3% | +117.2% |
| All | +322.9% | +224.5% | +98.4% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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