+778.9%
VLO vs WCN
+322.0%
+456.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.7% |
| 7D | +6.8% | +1.2% | +5.6% | +6.2% |
| 30D | -17.9% | +26.4% | -44.3% | -26.6% |
| 3M | +13.5% | +17.5% | -4.0% | +4.8% |
| 6M | +53.0% | +28.7% | +24.3% | +34.1% |
| YTD | +133.7% | +11.5% | +122.2% | +118.6% |
| 1Y | +115.7% | +15.9% | +99.8% | +97.3% |
| 3Y | +231.9% | +51.6% | +180.3% | +148.9% |
| 5Y | +471.6% | +47.9% | +423.6% | +324.1% |
| All | +778.9% | +322.0% | +456.9% | +276.9% |
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