+120.6%
VLO vs WCN
+16.1%
+104.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.8% | -8.5% | -5.5% |
| 7D | -6.0% | +6.7% | -12.7% | -5.5% |
| 30D | -12.9% | +24.3% | -37.2% | -11.3% |
| 3M | +18.3% | +16.1% | +2.2% | +20.6% |
| 6M | +46.4% | +19.9% | +26.5% | +48.4% |
| YTD | +127.7% | +10.1% | +117.7% | +130.6% |
| 1Y | +120.6% | +14.4% | +106.2% | +125.3% |
| All | +120.6% | +16.1% | +104.5% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 1y: compounded portfolio wealth divided by compounded WCN 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…
1y analysis · Full analysis span regression · 6 months rolling