+36,773.5%
VLO vs ITW
+10,282.1%
+26,491.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +9.6% | +2.3% | +7.3% | +8.3% |
| 30D | -17.4% | +6.7% | -24.1% | -20.4% |
| 3M | +10.8% | -0.5% | +11.3% | +10.5% |
| 6M | +56.9% | +16.4% | +40.5% | +43.2% |
| YTD | +136.8% | +19.0% | +117.8% | +111.2% |
| 1Y | +120.7% | +20.2% | +100.5% | +95.5% |
| 3Y | +231.9% | +33.1% | +198.8% | +178.5% |
| 5Y | +479.0% | +35.7% | +443.3% | +371.0% |
| 10Y | +792.2% | +194.0% | +598.2% | +402.6% |
| All | +36,773.5% | +10,282.1% | +26,491.4% | +7,236.0% |
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