+51,225.6%
SCHW vs VLO
+37,658.8%
+13,566.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.8% |
| 7D | -1.6% | +6.2% | -7.8% | -3.5% |
| 30D | -1.1% | +23.5% | -24.6% | -7.6% |
| 3M | +20.4% | +53.9% | -33.5% | +4.2% |
| 6M | +13.6% | +81.7% | -68.0% | -7.7% |
| YTD | +7.7% | +142.5% | -134.8% | -20.7% |
| 1Y | +15.2% | +145.4% | -130.2% | -15.9% |
| 3Y | +87.1% | +197.3% | -110.2% | +24.3% |
| 5Y | +57.5% | +614.6% | -557.1% | -25.2% |
| 10Y | +295.1% | +938.9% | -643.8% | +54.5% |
| All | +51,225.6% | +37,658.8% | +13,566.7% | +6,643.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 all: compounded portfolio wealth divided by compounded VLO 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…
all analysis · Full analysis span regression · 6 months rolling