+18,565.6%
VLO vs WAT
+12,102.7%
+6,463.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.6% |
| 7D | -13.3% | -1.1% | -12.2% | -13.1% |
| 30D | -18.3% | +5.0% | -23.3% | -19.4% |
| 3M | +14.3% | +14.5% | -0.1% | +10.2% |
| 6M | +47.6% | +30.9% | +16.7% | +37.0% |
| YTD | +116.0% | +20.5% | +95.5% | +102.3% |
| 1Y | +101.0% | +23.3% | +77.7% | +87.1% |
| 3Y | +199.0% | +81.5% | +117.5% | +145.9% |
| 5Y | +419.0% | +33.4% | +385.7% | +352.2% |
| 10Y | +778.2% | +231.5% | +546.7% | +509.9% |
| All | +18,565.6% | +12,102.7% | +6,463.0% | +9,354.2% |
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