+922.6%
VLO vs W
+142.0%
+780.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.7% | +3.2% |
| 7D | +5.8% | +6.5% | -0.7% | +5.2% |
| 30D | +28.3% | -6.2% | +34.6% | +28.9% |
| 3M | +48.7% | +48.9% | -0.1% | +42.7% |
| 6M | +71.9% | +31.2% | +40.7% | +65.5% |
| YTD | +138.7% | -0.4% | +139.1% | +134.6% |
| 1Y | +148.5% | +14.8% | +133.6% | +139.4% |
| 3Y | +192.7% | +40.5% | +152.2% | +164.3% |
| 5Y | +601.6% | -62.1% | +663.8% | +580.0% |
| All | +922.6% | +142.0% | +780.6% | +492.5% |
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