+420.0%
VLO vs W
-54.5%
+474.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | +0.1% | -1.3% |
| 7D | -13.3% | -3.6% | -9.7% | -13.2% |
| 30D | -18.3% | +7.0% | -25.3% | -18.6% |
| 3M | +14.3% | +7.4% | +7.0% | +13.9% |
| 6M | +47.6% | +69.3% | -21.7% | +43.4% |
| YTD | +116.0% | +11.3% | +104.7% | +113.5% |
| 1Y | +101.0% | +13.2% | +87.8% | +98.2% |
| 3Y | +199.0% | +142.0% | +57.0% | +173.4% |
| All | +420.0% | -54.5% | +474.5% | +362.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling