+313.2%
WMB vs VUG
+410.7%
-97.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +4.6% | -1.7% | +6.3% | +5.5% |
| 3M | +5.7% | +2.8% | +2.9% | +3.6% |
| 6M | +4.2% | +13.6% | -9.4% | -4.1% |
| YTD | +26.8% | +8.1% | +18.8% | +19.9% |
| 1Y | +34.7% | +13.1% | +21.6% | +23.6% |
| 3Y | +146.8% | +87.0% | +59.8% | +62.7% |
| 5Y | +285.0% | +76.0% | +209.1% | +157.5% |
| 10Y | +313.2% | +420.5% | -107.3% | -0.4% |
| All | +313.2% | +410.7% | -97.5% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded VUG 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling