+148.5%
VLO vs W
+11.1%
+137.4%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.7% | +3.3% |
| 7D | +5.8% | +6.5% | -0.7% | +6.5% |
| 30D | +28.3% | -6.2% | +34.6% | +27.6% |
| 3M | +48.7% | +48.9% | -0.1% | +57.4% |
| 6M | +71.9% | +31.2% | +40.7% | +81.9% |
| YTD | +138.7% | -0.4% | +139.1% | +149.6% |
| 1Y | +148.5% | +14.8% | +133.6% | +158.0% |
| All | +148.5% | +11.1% | +137.4% | +158.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling