+203.1%
VLO vs SW
+40.4%
+162.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.8% |
| 7D | -8.7% | +4.7% | -13.3% | -9.0% |
| 30D | -16.2% | +5.0% | -21.2% | -16.6% |
| 3M | +16.2% | -7.3% | +23.5% | +16.8% |
| 6M | +39.8% | +15.0% | +24.8% | +36.3% |
| YTD | +119.0% | +18.5% | +100.4% | +109.6% |
| 1Y | +110.8% | +27.1% | +83.7% | +98.5% |
| All | +203.1% | +40.4% | +162.8% | +185.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling