+120.6%
VLO vs SW
+29.5%
+91.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.1% | -9.8% | -4.9% |
| 7D | -6.0% | +12.1% | -18.0% | -3.8% |
| 30D | -12.9% | +6.6% | -19.4% | -11.7% |
| 3M | +18.3% | -6.0% | +24.4% | +17.6% |
| 6M | +46.4% | +21.5% | +25.0% | +52.5% |
| YTD | +127.7% | +20.3% | +107.4% | +133.6% |
| 1Y | +120.6% | +28.1% | +92.5% | +125.6% |
| All | +120.6% | +29.5% | +91.1% | +125.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling