+743.6%
VLO vs W
+268.4%
+475.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.6% | -1.6% | +2.6% |
| 7D | -6.5% | +3.3% | -9.8% | -6.8% |
| 30D | -17.8% | +10.5% | -28.3% | -18.5% |
| 3M | +19.6% | +9.6% | +10.0% | +18.3% |
| 6M | +49.3% | +76.4% | -27.1% | +40.7% |
| YTD | +122.4% | +16.4% | +106.0% | +115.5% |
| 1Y | +107.4% | +9.3% | +98.1% | +101.8% |
| 3Y | +223.1% | +172.8% | +50.3% | +176.8% |
| 5Y | +432.2% | -53.4% | +485.6% | +406.0% |
| 10Y | +743.6% | +243.6% | +500.0% | +414.9% |
| All | +743.6% | +268.4% | +475.2% | +414.9% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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