+189.2%
VLO vs GWW
+91.0%
+98.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.7% | +5.9% | +4.0% |
| 7D | +5.8% | -1.5% | +7.3% | +6.2% |
| 30D | +28.3% | +1.1% | +27.2% | +27.9% |
| 3M | +48.7% | -1.0% | +49.7% | +48.6% |
| 6M | +71.9% | +16.3% | +55.6% | +62.5% |
| YTD | +138.7% | +28.5% | +110.1% | +117.4% |
| 1Y | +148.5% | +30.3% | +118.2% | +124.7% |
| All | +189.2% | +91.0% | +98.2% | +153.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling