+295.4%
WMB vs VTV
+232.1%
+63.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.4% |
| 7D | -1.7% | -2.1% | +0.4% | +0.5% |
| 30D | +0.7% | -1.3% | +2.0% | +2.1% |
| 3M | +1.5% | +5.6% | -4.1% | -4.3% |
| 6M | +0.1% | +12.4% | -12.3% | -11.9% |
| YTD | +22.9% | +17.6% | +5.3% | +2.8% |
| 1Y | +27.9% | +23.5% | +4.4% | +1.4% |
| 3Y | +139.1% | +67.0% | +72.1% | +35.6% |
| 5Y | +270.9% | +80.5% | +190.4% | +91.9% |
| All | +295.4% | +232.1% | +63.3% | +4.1% |
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