+24,363.6%
VLO vs WAB
+4,353.8%
+20,009.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.5% |
| 7D | +6.8% | +7.9% | -1.2% | +3.6% |
| 30D | -17.9% | +4.9% | -22.7% | -19.5% |
| 3M | +13.5% | +1.8% | +11.8% | +12.3% |
| 6M | +53.0% | +12.0% | +41.1% | +44.7% |
| YTD | +133.7% | +41.3% | +92.5% | +100.0% |
| 1Y | +115.7% | +43.8% | +71.8% | +83.0% |
| 3Y | +231.9% | +171.1% | +60.9% | +119.2% |
| 5Y | +471.6% | +217.7% | +253.8% | +251.6% |
| 10Y | +780.7% | +272.3% | +508.4% | +396.3% |
| All | +24,363.6% | +4,353.8% | +20,009.8% | +7,353.2% |
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