+145.4%
VLO vs WAT
+30.7%
+114.8%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.6% |
| 7D | +6.2% | -1.8% | +8.0% | +6.2% |
| 30D | +23.5% | -1.7% | +25.2% | +23.4% |
| 3M | +53.9% | +9.1% | +44.8% | +54.4% |
| 6M | +81.7% | +32.4% | +49.2% | +82.4% |
| YTD | +142.5% | +6.6% | +135.9% | +149.6% |
| 1Y | +145.4% | +34.7% | +110.7% | +158.8% |
| All | +145.4% | +30.7% | +114.8% | +158.8% |
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