+1,100.3%
VLO vs W
+210.4%
+889.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.9% |
| 3M | +14.3% | +7.4% | +7.0% | +13.3% |
| 6M | +47.6% | +69.3% | -21.7% | +39.7% |
| YTD | +116.0% | +11.3% | +104.7% | +110.0% |
| 1Y | +101.0% | +13.2% | +87.8% | +94.7% |
| 3Y | +199.0% | +142.0% | +57.0% | +159.9% |
| 5Y | +419.0% | -54.6% | +473.7% | +390.4% |
| 10Y | +778.2% | +243.7% | +534.5% | +453.2% |
| All | +1,100.3% | +210.4% | +889.9% | +697.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling