+5,449.9%
WMB vs VTRS
+552.8%
+4,897.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | 0.0% | -3.5% | +3.4% | +0.9% |
| 30D | +4.6% | +2.1% | +2.5% | +4.0% |
| 3M | +5.7% | +2.6% | +3.1% | +4.6% |
| 6M | +4.2% | +17.8% | -13.6% | -0.9% |
| YTD | +26.8% | +35.7% | -8.8% | +16.1% |
| 1Y | +34.7% | +63.5% | -28.8% | +17.1% |
| 3Y | +146.8% | +85.1% | +61.7% | +102.1% |
| 5Y | +285.0% | +42.5% | +242.5% | +228.2% |
| 10Y | +313.2% | -48.2% | +361.4% | +323.3% |
| All | +5,449.9% | +552.8% | +4,897.1% | +2,940.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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