+601.6%
VLO vs WAB
+231.1%
+370.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.0% |
| 7D | +5.8% | +1.7% | +4.1% | +5.1% |
| 30D | +28.3% | -2.4% | +30.8% | +29.6% |
| 3M | +48.7% | +9.7% | +39.1% | +41.6% |
| 6M | +71.9% | +16.5% | +55.4% | +56.7% |
| YTD | +138.7% | +33.7% | +104.9% | +101.9% |
| 1Y | +148.5% | +49.7% | +98.8% | +97.1% |
| 3Y | +192.7% | +170.9% | +21.7% | +67.2% |
| 5Y | +601.6% | +228.0% | +373.6% | +246.7% |
| All | +601.6% | +231.1% | +370.6% | +246.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling