+120.6%
VLO vs BBWI
+2.4%
+118.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.1% | -9.9% | -5.5% |
| 7D | -6.0% | +8.8% | -14.7% | -5.4% |
| 30D | -12.9% | +34.8% | -47.7% | -11.4% |
| 3M | +18.3% | +12.9% | +5.4% | +18.8% |
| 6M | +46.4% | +29.6% | +16.9% | +49.1% |
| YTD | +127.7% | +20.8% | +107.0% | +133.0% |
| 1Y | +120.6% | +4.1% | +116.5% | +128.8% |
| All | +120.6% | +2.4% | +118.2% | +128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling