+143.6%
VLO vs GWRE
-25.4%
+169.0%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -19.9% | +19.9% | +1.3% |
| 7D | +5.2% | -21.1% | +26.3% | +6.7% |
| 30D | +22.6% | +1.3% | +21.3% | +22.1% |
| 3M | +43.8% | +7.4% | +36.3% | +42.1% |
| 6M | +65.7% | +5.6% | +60.1% | +62.6% |
| YTD | +131.1% | -19.2% | +150.3% | +123.9% |
| 1Y | +143.6% | -25.1% | +168.8% | +136.8% |
| All | +143.6% | -25.4% | +169.0% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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