+316.9%
WMB vs VUG
+413.2%
-96.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.6% | +2.5% |
| 7D | +0.8% | +0.9% | -0.1% | +0.3% |
| 30D | +7.7% | -1.4% | +9.1% | +8.5% |
| 3M | +6.7% | +2.3% | +4.4% | +4.8% |
| 6M | +3.6% | +15.7% | -12.0% | -5.6% |
| YTD | +28.0% | +8.6% | +19.4% | +20.7% |
| 1Y | +37.6% | +14.1% | +23.6% | +25.6% |
| 3Y | +149.0% | +87.9% | +61.1% | +63.7% |
| 5Y | +285.3% | +76.3% | +209.0% | +157.7% |
| All | +316.9% | +413.2% | -96.3% | +0.2% |
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