+826.1%
VLO vs SW
+189.7%
+636.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.1% | -9.8% | -6.2% |
| 7D | -6.0% | +12.1% | -18.0% | -7.1% |
| 30D | -12.9% | +6.6% | -19.4% | -13.5% |
| 3M | +18.3% | -6.0% | +24.4% | +18.8% |
| 6M | +46.4% | +21.5% | +25.0% | +42.0% |
| YTD | +127.7% | +20.3% | +107.4% | +119.6% |
| 1Y | +120.6% | +28.1% | +92.5% | +110.7% |
| 3Y | +213.8% | +51.6% | +162.2% | +191.8% |
| 5Y | +458.6% | -0.1% | +458.7% | +430.9% |
| 10Y | +826.1% | +189.7% | +636.3% | +640.9% |
| All | +826.1% | +189.7% | +636.3% | +640.9% |
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