+911.8%
VLO vs GWW
+565.7%
+346.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | +4.0% | -3.1% | +7.1% | +5.3% |
| 30D | +19.0% | -2.3% | +21.3% | +20.1% |
| 3M | +50.0% | -3.3% | +53.3% | +51.5% |
| 6M | +79.1% | +15.4% | +63.8% | +66.8% |
| YTD | +140.3% | +26.7% | +113.5% | +114.7% |
| 1Y | +148.3% | +29.0% | +119.4% | +119.4% |
| 3Y | +194.6% | +89.0% | +105.7% | +117.9% |
| 5Y | +609.6% | +221.8% | +387.8% | +298.8% |
| All | +911.8% | +565.7% | +346.1% | +352.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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