+183.4%
VLO vs W
+43.4%
+140.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.1% |
| 7D | +5.2% | -4.2% | +9.4% | +5.5% |
| 30D | +22.6% | -7.6% | +30.2% | +23.1% |
| 3M | +43.8% | +37.2% | +6.6% | +39.6% |
| 6M | +65.7% | +26.3% | +39.4% | +61.2% |
| YTD | +131.1% | -1.0% | +132.1% | +129.8% |
| 1Y | +143.6% | +20.1% | +123.5% | +133.9% |
| All | +183.4% | +43.4% | +140.0% | +133.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling