+192.7%
VLO vs WAB
+168.6%
+24.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.1% |
| 7D | +5.8% | +1.7% | +4.1% | +5.3% |
| 30D | +28.3% | -2.4% | +30.8% | +29.2% |
| 3M | +48.7% | +9.7% | +39.1% | +43.4% |
| 6M | +71.9% | +16.5% | +55.4% | +59.6% |
| YTD | +138.7% | +33.7% | +104.9% | +106.3% |
| 1Y | +148.5% | +49.7% | +98.8% | +101.8% |
| 3Y | +192.7% | +170.9% | +21.7% | +95.7% |
| All | +192.7% | +168.6% | +24.1% | +95.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling