+259.9%
WMB vs VUG
+405.9%
-146.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.9% | +2.2% |
| 7D | -6.7% | +0.5% | -7.2% | -6.9% |
| 30D | -8.6% | -8.2% | -0.4% | -4.2% |
| 3M | -4.9% | -5.4% | +0.5% | -2.1% |
| 6M | -6.3% | -2.5% | -3.8% | -5.7% |
| YTD | +13.0% | +4.2% | +8.8% | +8.9% |
| 1Y | +14.9% | +5.0% | +9.9% | +10.1% |
| 3Y | +113.4% | +81.7% | +31.6% | +43.2% |
| 5Y | +190.2% | +62.5% | +127.6% | +106.1% |
| 10Y | +259.9% | +396.3% | -136.5% | -3.4% |
| All | +259.9% | +405.9% | -146.0% | -3.4% |
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 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