+120.6%
VLO vs WAT
+32.9%
+87.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.7% | -7.4% | -5.7% |
| 7D | -6.0% | -1.9% | -4.0% | -6.1% |
| 30D | -12.9% | +6.2% | -19.1% | -12.6% |
| 3M | +18.3% | +18.1% | +0.3% | +19.0% |
| 6M | +46.4% | +54.9% | -8.5% | +47.2% |
| YTD | +127.7% | +23.1% | +104.6% | +139.2% |
| 1Y | +120.6% | +27.3% | +93.3% | +132.5% |
| All | +120.6% | +32.9% | +87.7% | +132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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