+616.1%
VLO vs GWW
+221.6%
+394.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | +6.2% | -0.5% | +6.7% | +6.3% |
| 30D | +23.5% | -1.4% | +24.9% | +24.0% |
| 3M | +53.9% | -3.6% | +57.5% | +55.1% |
| 6M | +81.7% | +15.1% | +66.5% | +72.5% |
| YTD | +142.5% | +27.5% | +115.0% | +122.5% |
| 1Y | +145.4% | +29.6% | +115.8% | +123.4% |
| 3Y | +197.3% | +90.1% | +107.3% | +141.4% |
| All | +616.1% | +221.6% | +394.5% | +390.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling