+743.6%
VLO vs IWD
+212.1%
+531.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.0% | +1.0% | +0.3% |
| 7D | -6.5% | +1.3% | -7.7% | -8.3% |
| 30D | -17.8% | +3.6% | -21.3% | -21.8% |
| 3M | +19.6% | +2.3% | +17.3% | +15.3% |
| 6M | +49.3% | +13.0% | +36.2% | +25.0% |
| YTD | +122.4% | +26.2% | +96.2% | +58.2% |
| 1Y | +107.4% | +30.5% | +77.0% | +40.8% |
| 3Y | +223.1% | +86.2% | +136.9% | +33.1% |
| 5Y | +432.2% | +72.9% | +359.3% | +140.7% |
| 10Y | +743.6% | +205.0% | +538.6% | +81.7% |
| All | +743.6% | +212.1% | +531.6% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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