+148.3%
VLO vs WAB
+47.7%
+100.6%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +4.0% | -0.2% | +4.2% | +4.0% |
| 30D | +19.0% | -5.9% | +24.9% | +18.2% |
| 3M | +50.0% | +9.4% | +40.6% | +51.9% |
| 6M | +79.1% | +13.8% | +65.3% | +80.5% |
| YTD | +140.3% | +31.8% | +108.5% | +131.8% |
| 1Y | +148.3% | +48.5% | +99.8% | +130.5% |
| All | +148.3% | +47.7% | +100.6% | +130.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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