+2,769.6%
VLO vs GWRE
+749.2%
+2,020.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.0% | +6.6% | +2.7% |
| 7D | +6.2% | -26.2% | +32.5% | +12.7% |
| 30D | +23.5% | -17.8% | +41.2% | +27.6% |
| 3M | +53.9% | +14.2% | +39.6% | +46.0% |
| 6M | +81.7% | -12.9% | +94.6% | +81.5% |
| YTD | +142.5% | -29.2% | +171.7% | +152.7% |
| 1Y | +145.4% | -44.4% | +189.9% | +170.8% |
| 3Y | +197.3% | +51.1% | +146.2% | +143.8% |
| 5Y | +614.6% | +16.5% | +598.1% | +512.5% |
| 10Y | +938.9% | +131.6% | +807.3% | +619.2% |
| All | +2,769.6% | +749.2% | +2,020.4% | +1,684.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling