+281.4%
WMB vs VTV
+230.1%
+51.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.7% |
| 7D | +7.8% | +2.9% | +4.9% | +4.7% |
| 30D | -5.1% | +3.8% | -8.9% | -8.8% |
| 3M | -4.7% | +1.6% | -6.3% | -6.4% |
| 6M | -7.4% | +11.2% | -18.6% | -17.5% |
| YTD | +17.5% | +22.0% | -4.5% | -5.4% |
| 1Y | +19.5% | +24.9% | -5.4% | -6.3% |
| 3Y | +121.3% | +78.5% | +42.8% | +16.9% |
| 5Y | +200.5% | +77.8% | +122.8% | +58.9% |
| All | +281.4% | +230.1% | +51.3% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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