+922.6%
VLO vs BBWI
-55.4%
+978.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.1% | +6.4% | +3.9% |
| 7D | +5.8% | +1.6% | +4.2% | +5.4% |
| 30D | +28.3% | -6.2% | +34.6% | +29.5% |
| 3M | +48.7% | +4.3% | +44.4% | +45.9% |
| 6M | +71.9% | -7.2% | +79.1% | +69.9% |
| YTD | +138.7% | -3.0% | +141.7% | +132.1% |
| 1Y | +148.5% | -30.8% | +179.2% | +157.6% |
| 3Y | +192.7% | -43.4% | +236.1% | +204.5% |
| 5Y | +601.6% | -66.7% | +668.3% | +689.0% |
| All | +922.6% | -55.4% | +978.0% | +681.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling