+938.9%
VLO vs WAT
+156.2%
+782.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.4% |
| 7D | +6.2% | -1.8% | +8.0% | +6.9% |
| 30D | +23.5% | -1.7% | +25.2% | +24.0% |
| 3M | +53.9% | +9.1% | +44.8% | +48.7% |
| 6M | +81.7% | +32.4% | +49.2% | +61.6% |
| YTD | +142.5% | +6.6% | +135.9% | +132.5% |
| 1Y | +145.4% | +34.7% | +110.7% | +113.8% |
| 3Y | +197.3% | +53.6% | +143.7% | +132.6% |
| 5Y | +614.6% | -4.1% | +618.7% | +577.8% |
| 10Y | +938.9% | +167.9% | +771.0% | +465.6% |
| All | +938.9% | +156.2% | +782.6% | +465.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling