+45.0%
VLO vs W
+77.2%
-32.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.6% | -1.6% | +3.6% |
| 7D | -6.5% | +3.3% | -9.8% | -5.8% |
| 30D | -17.8% | +10.5% | -28.3% | -16.2% |
| 3M | +19.6% | +9.6% | +10.0% | +22.1% |
| All | +45.0% | +77.2% | -32.2% | +68.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling