+601.6%
VLO vs WAT
-4.5%
+606.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.6% | +4.9% | +3.5% |
| 7D | +5.8% | -0.7% | +6.5% | +5.9% |
| 30D | +28.3% | -1.0% | +29.3% | +28.5% |
| 3M | +48.7% | +10.9% | +37.8% | +45.8% |
| 6M | +71.9% | +33.2% | +38.7% | +61.9% |
| YTD | +138.7% | +6.1% | +132.6% | +135.1% |
| 1Y | +148.5% | +30.2% | +118.2% | +133.7% |
| 3Y | +192.7% | +52.9% | +139.8% | +165.8% |
| 5Y | +601.6% | -5.1% | +606.8% | +505.7% |
| All | +601.6% | -4.5% | +606.1% | +505.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling