+223.1%
VLO vs BBWI
-25.2%
+248.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.9% | +1.1% | +2.8% |
| 7D | -6.5% | -6.2% | -0.3% | -5.9% |
| 30D | -17.8% | +25.5% | -43.2% | -19.8% |
| 3M | +19.6% | +8.0% | +11.6% | +18.0% |
| 6M | +49.3% | +12.7% | +36.6% | +45.9% |
| YTD | +122.4% | +11.6% | +110.8% | +115.1% |
| 1Y | +107.4% | -0.9% | +108.3% | +104.0% |
| 3Y | +223.1% | -22.7% | +245.8% | +229.0% |
| All | +223.1% | -25.2% | +248.3% | +229.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling