+717.1%
VLO vs WCC
+460.5%
+256.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -9.5% | -9.9% | +0.4% | -6.4% |
| 30D | -19.1% | -13.4% | -5.7% | -15.7% |
| 3M | +11.4% | -13.5% | +24.8% | +15.4% |
| 6M | +46.7% | -10.6% | +57.3% | +48.3% |
| YTD | +118.6% | +30.1% | +88.5% | +88.4% |
| 1Y | +99.9% | +22.3% | +77.6% | +75.8% |
| 3Y | +210.5% | +130.3% | +80.2% | +97.2% |
| 5Y | +432.7% | +144.5% | +288.2% | +202.6% |
| 10Y | +717.1% | +431.8% | +285.3% | +174.1% |
| All | +717.1% | +460.5% | +256.6% | +174.1% |
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