+19,873.2%
VLO vs WAT
+10,816.8%
+9,056.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | +5.2% | -1.3% | +6.5% | +5.5% |
| 30D | +22.6% | +2.3% | +20.3% | +21.8% |
| 3M | +43.8% | +8.7% | +35.0% | +40.3% |
| 6M | +65.7% | +28.3% | +37.4% | +53.6% |
| YTD | +131.1% | +7.8% | +123.3% | +123.1% |
| 1Y | +143.6% | +36.6% | +107.0% | +120.5% |
| 3Y | +201.4% | +45.7% | +155.7% | +162.0% |
| 5Y | +568.9% | -3.3% | +572.2% | +532.8% |
| 10Y | +891.8% | +162.1% | +729.7% | +627.1% |
| All | +19,873.2% | +10,816.8% | +9,056.4% | +10,327.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling