+99.9%
VLO vs WAT
+26.7%
+73.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.4% | -1.7% |
| 7D | -9.5% | +3.4% | -12.9% | -9.4% |
| 30D | -19.1% | +9.6% | -28.8% | -18.8% |
| 3M | +11.4% | +15.5% | -4.1% | +11.9% |
| 6M | +46.7% | +33.9% | +12.8% | +48.0% |
| YTD | +118.6% | +25.2% | +93.4% | +129.6% |
| 1Y | +99.9% | +26.3% | +73.6% | +110.9% |
| All | +99.9% | +26.7% | +73.2% | +110.9% |
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