+35,889.1%
VLO vs ITW
+9,591.0%
+26,298.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | +5.2% | -3.6% | +8.8% | +7.2% |
| 30D | +22.6% | -9.1% | +31.7% | +28.7% |
| 3M | +43.8% | +8.2% | +35.6% | +36.8% |
| 6M | +65.7% | -4.8% | +70.5% | +67.2% |
| YTD | +131.1% | +11.0% | +120.1% | +114.6% |
| 1Y | +143.6% | +4.2% | +139.4% | +133.2% |
| 3Y | +201.4% | +17.3% | +184.1% | +170.7% |
| 5Y | +568.9% | +33.0% | +535.9% | +451.0% |
| 10Y | +891.8% | +182.3% | +709.5% | +473.3% |
| All | +35,889.1% | +9,591.0% | +26,298.1% | +7,352.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling