+911.8%
VLO vs WCN
+235.2%
+676.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.4% |
| 7D | +4.0% | -4.4% | +8.4% | +6.2% |
| 30D | +19.0% | -4.4% | +23.4% | +21.5% |
| 3M | +50.0% | +0.5% | +49.5% | +48.6% |
| 6M | +79.1% | -3.3% | +82.4% | +80.2% |
| YTD | +140.3% | -8.5% | +148.8% | +147.5% |
| 1Y | +148.3% | -8.9% | +157.3% | +155.4% |
| 3Y | +194.6% | +18.0% | +176.6% | +151.2% |
| 5Y | +609.6% | +25.0% | +584.5% | +465.8% |
| All | +911.8% | +235.2% | +676.5% | +383.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling