+105.4%
VLO vs IWD
+30.1%
+75.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.8% |
| 7D | -0.4% | -0.6% | +0.1% | -0.8% |
| 30D | -16.6% | +3.6% | -20.2% | -15.7% |
| 3M | +12.3% | +2.7% | +9.6% | +13.3% |
| 6M | +47.8% | +13.2% | +34.6% | +52.1% |
| YTD | +126.7% | +26.8% | +100.0% | +125.7% |
| 1Y | +105.4% | +29.3% | +76.1% | +102.0% |
| All | +105.4% | +30.1% | +75.3% | +102.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling