+202.4%
VLO vs IWD
+70.7%
+131.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.6% |
| 7D | +5.2% | -0.3% | +5.5% | +5.5% |
| 30D | +22.6% | +0.6% | +22.0% | +21.9% |
| 3M | +43.8% | +7.2% | +36.5% | +34.2% |
| 6M | +65.7% | +16.2% | +49.5% | +41.5% |
| YTD | +131.1% | +23.3% | +107.8% | +83.8% |
| 1Y | +143.6% | +29.6% | +114.1% | +82.2% |
| All | +202.4% | +70.7% | +131.8% | +75.5% |
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