+35,889.1%
VLO vs BBWI
+1,034.6%
+34,854.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.7% |
| 7D | +5.2% | +1.5% | +3.7% | +4.8% |
| 30D | +22.6% | -5.2% | +27.8% | +23.6% |
| 3M | +43.8% | +11.1% | +32.7% | +38.6% |
| 6M | +65.7% | -13.4% | +79.1% | +66.2% |
| YTD | +131.1% | +0.1% | +131.0% | +122.3% |
| 1Y | +143.6% | -36.1% | +179.8% | +157.4% |
| 3Y | +201.4% | -44.1% | +245.5% | +214.9% |
| 5Y | +568.9% | -66.2% | +635.1% | +648.6% |
| 10Y | +891.8% | -54.8% | +946.6% | +768.0% |
| All | +35,889.1% | +1,034.6% | +34,854.4% | +14,075.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling