+754.3%
VLO vs WCC
+453.1%
+301.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.3% | +0.4% | +2.6% |
| 7D | -0.4% | +3.3% | -3.8% | -1.7% |
| 30D | -16.6% | -9.4% | -7.1% | -14.3% |
| 3M | +12.3% | -10.5% | +22.8% | +15.0% |
| 6M | +47.8% | -10.4% | +58.2% | +49.4% |
| YTD | +126.7% | +34.4% | +92.3% | +93.2% |
| 1Y | +105.4% | +27.7% | +77.7% | +77.9% |
| 3Y | +222.0% | +137.9% | +84.0% | +102.2% |
| 5Y | +449.8% | +147.0% | +302.8% | +212.2% |
| 10Y | +754.3% | +442.5% | +311.8% | +180.3% |
| All | +754.3% | +453.1% | +301.2% | +180.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling