+195.5%
VLO vs WAT
+50.1%
+145.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | +5.2% | -1.3% | +6.5% | +5.4% |
| 30D | +22.6% | +2.3% | +20.3% | +22.1% |
| 3M | +43.8% | +8.7% | +35.0% | +41.7% |
| 6M | +65.7% | +28.3% | +37.4% | +58.0% |
| YTD | +131.1% | +7.8% | +123.3% | +128.3% |
| 1Y | +143.6% | +36.6% | +107.0% | +127.5% |
| All | +195.5% | +50.1% | +145.4% | +181.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling