+441.2%
WMB vs VT
+374.2%
+67.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | +0.6% | +0.4% | +0.1% | 0.0% |
| 30D | +3.3% | +1.0% | +2.3% | +1.9% |
| 3M | +3.1% | +2.4% | +0.8% | -0.6% |
| 6M | -0.7% | +12.0% | -12.7% | -15.0% |
| YTD | +25.2% | +15.3% | +9.8% | +3.0% |
| 1Y | +32.9% | +22.6% | +10.3% | +1.2% |
| 3Y | +140.6% | +74.7% | +65.9% | +15.5% |
| 5Y | +273.5% | +66.1% | +207.3% | +84.7% |
| 10Y | +334.2% | +225.0% | +109.2% | -12.4% |
| All | +441.2% | +374.2% | +67.0% | -37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling