+295.4%
WMB vs VTR
+100.2%
+195.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.6% |
| 7D | -1.7% | -1.8% | +0.2% | -0.9% |
| 30D | +0.7% | +4.0% | -3.3% | -1.0% |
| 3M | +1.5% | +7.8% | -6.3% | -2.2% |
| 6M | +0.1% | +6.4% | -6.3% | -3.3% |
| YTD | +22.9% | +18.3% | +4.6% | +13.4% |
| 1Y | +27.9% | +33.9% | -6.1% | +11.7% |
| 3Y | +139.1% | +134.3% | +4.8% | +61.9% |
| 5Y | +270.9% | +90.3% | +180.7% | +168.2% |
| All | +295.4% | +100.2% | +195.2% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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