+1,499.3%
VLO vs SW
+755.0%
+744.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | +5.2% | -5.1% | +10.3% | +5.5% |
| 30D | +22.6% | -4.6% | +27.2% | +22.9% |
| 3M | +43.8% | +9.4% | +34.4% | +42.7% |
| 6M | +65.7% | +3.5% | +62.2% | +64.7% |
| YTD | +131.1% | +22.0% | +109.1% | +127.1% |
| 1Y | +143.6% | +2.2% | +141.4% | +141.7% |
| 3Y | +201.4% | +19.6% | +181.8% | +194.9% |
| 5Y | +568.9% | -2.3% | +571.2% | +552.8% |
| 10Y | +891.8% | +181.4% | +710.5% | +823.9% |
| All | +1,499.3% | +755.0% | +744.3% | +1,437.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling