+101.0%
VLO vs SW
+26.7%
+74.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.4% | -1.5% |
| 7D | -13.3% | +2.3% | -15.6% | -12.9% |
| 30D | -18.3% | +6.8% | -25.1% | -17.2% |
| 3M | +14.3% | -5.2% | +19.5% | +13.7% |
| 6M | +47.6% | +7.4% | +40.2% | +51.3% |
| YTD | +116.0% | +17.4% | +98.6% | +119.4% |
| 1Y | +101.0% | +27.1% | +73.9% | +102.7% |
| All | +101.0% | +26.7% | +74.3% | +102.7% |
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