+298.4%
WMB vs VTEB
+17.9%
+280.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.4% |
| 7D | -1.0% | -0.9% | -0.1% | 0.0% |
| 30D | -0.4% | -2.5% | +2.1% | +2.4% |
| 3M | +3.2% | -3.0% | +6.2% | +6.6% |
| 6M | +0.1% | -2.1% | +2.2% | +2.3% |
| YTD | +23.9% | -1.5% | +25.3% | +25.7% |
| 1Y | +27.6% | +0.2% | +27.4% | +27.0% |
| 3Y | +141.9% | +8.6% | +133.4% | +116.9% |
| 5Y | +273.8% | +1.2% | +272.6% | +267.7% |
| All | +298.4% | +17.9% | +280.5% | +315.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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