+754.3%
VLO vs SW
+182.3%
+572.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.5% | +3.8% |
| 7D | -0.4% | -2.6% | +2.1% | -0.2% |
| 30D | -16.6% | +7.2% | -23.8% | -17.2% |
| 3M | +12.3% | -10.5% | +22.7% | +13.3% |
| 6M | +47.8% | +9.9% | +38.0% | +45.2% |
| YTD | +126.7% | +17.2% | +109.5% | +119.2% |
| 1Y | +105.4% | +26.5% | +78.9% | +96.4% |
| 3Y | +222.0% | +47.7% | +174.3% | +200.1% |
| 5Y | +449.8% | +0.2% | +449.6% | +421.6% |
| 10Y | +754.3% | +182.3% | +572.0% | +574.6% |
| All | +754.3% | +182.3% | +572.0% | +574.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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