+790.3%
VLO vs WCC
+431.3%
+359.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.9% |
| 7D | +9.6% | +9.9% | -0.3% | +6.1% |
| 30D | -17.4% | -8.4% | -8.9% | -15.4% |
| 3M | +10.8% | -10.3% | +21.1% | +13.4% |
| 6M | +56.9% | -10.5% | +67.4% | +58.5% |
| YTD | +136.8% | +32.2% | +104.6% | +102.9% |
| 1Y | +120.7% | +25.5% | +95.1% | +92.4% |
| 3Y | +231.9% | +134.7% | +97.2% | +109.4% |
| 5Y | +479.0% | +139.9% | +339.1% | +232.4% |
| All | +790.3% | +431.3% | +359.0% | +190.7% |
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