+247.0%
WMB vs VUG
+392.2%
-145.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.8% |
| 7D | -13.8% | -3.4% | -10.4% | -12.2% |
| 30D | -10.3% | -11.1% | +0.8% | -4.5% |
| 3M | -10.1% | -7.2% | -2.8% | -6.5% |
| 6M | -11.8% | -4.1% | -7.7% | -10.5% |
| YTD | +8.9% | +1.4% | +7.6% | +6.6% |
| 1Y | +14.0% | +1.9% | +12.1% | +11.0% |
| 3Y | +100.5% | +77.7% | +22.8% | +36.1% |
| 5Y | +179.5% | +57.6% | +121.9% | +102.0% |
| All | +247.0% | +392.2% | -145.2% | -5.4% |
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