+24,087.6%
VLO vs WAB
+4,092.2%
+19,995.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | +5.2% | -3.2% | +8.4% | +6.5% |
| 30D | +22.6% | -4.4% | +27.0% | +24.7% |
| 3M | +43.8% | +7.9% | +35.9% | +38.6% |
| 6M | +65.7% | +8.7% | +57.0% | +57.6% |
| YTD | +131.1% | +33.0% | +98.1% | +103.1% |
| 1Y | +143.6% | +46.7% | +97.0% | +105.6% |
| 3Y | +201.4% | +153.0% | +48.4% | +104.6% |
| 5Y | +568.9% | +222.3% | +346.6% | +310.9% |
| 10Y | +891.8% | +291.0% | +600.8% | +453.1% |
| All | +24,087.6% | +4,092.2% | +19,995.4% | +7,469.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling