+281.4%
WMB vs VUG
+398.3%
-116.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | 0.0% |
| 7D | +7.8% | +2.5% | +5.3% | +6.4% |
| 30D | -5.1% | -6.3% | +1.2% | -1.7% |
| 3M | -4.7% | -6.0% | +1.3% | -1.6% |
| 6M | -7.4% | -3.5% | -3.9% | -6.3% |
| YTD | +17.5% | +3.9% | +13.5% | +13.4% |
| 1Y | +19.5% | +5.1% | +14.4% | +14.4% |
| 3Y | +121.3% | +77.9% | +43.4% | +50.5% |
| 5Y | +200.5% | +62.4% | +138.1% | +113.4% |
| All | +281.4% | +398.3% | -116.9% | +1.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling