+199.0%
VLO vs IWD
+78.7%
+120.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | -13.3% | -0.5% | -12.8% | -13.1% |
| 30D | -18.3% | +2.7% | -21.0% | -20.4% |
| 3M | +14.3% | +0.9% | +13.5% | +13.0% |
| 6M | +47.6% | +10.5% | +37.1% | +33.0% |
| YTD | +116.0% | +23.7% | +92.3% | +70.3% |
| 1Y | +101.0% | +28.7% | +72.3% | +50.8% |
| 3Y | +199.0% | +79.7% | +119.3% | +50.7% |
| All | +199.0% | +78.7% | +120.3% | +50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling