+924.9%
VLO vs ITW
+194.8%
+730.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.5% |
| 7D | +5.3% | -0.7% | +6.0% | +5.8% |
| 30D | +18.2% | -8.3% | +26.6% | +25.3% |
| 3M | +53.3% | +6.0% | +47.3% | +45.5% |
| 6M | +70.4% | 0.0% | +70.4% | +66.3% |
| YTD | +143.4% | +10.2% | +133.2% | +120.2% |
| 1Y | +153.0% | +3.2% | +149.8% | +139.4% |
| 3Y | +195.0% | +21.0% | +174.0% | +145.8% |
| 5Y | +618.8% | +37.9% | +580.8% | +417.9% |
| All | +924.9% | +194.8% | +730.1% | +368.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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