+227.7%
VLO vs IWD
+84.7%
+142.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.4% |
| 7D | +6.8% | +1.7% | +5.1% | +5.3% |
| 30D | -17.9% | +3.2% | -21.1% | -20.3% |
| 3M | +13.5% | +2.3% | +11.3% | +11.0% |
| 6M | +53.0% | +12.9% | +40.1% | +35.5% |
| YTD | +133.7% | +26.2% | +107.5% | +81.5% |
| 1Y | +115.7% | +28.3% | +87.4% | +64.1% |
| All | +227.7% | +84.7% | +142.9% | +63.5% |
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