+231.9%
VLO vs WCN
+52.1%
+179.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +9.6% | +2.6% | +7.0% | +9.6% |
| 30D | -17.4% | +23.9% | -41.3% | -17.5% |
| 3M | +10.8% | +17.4% | -6.7% | +10.9% |
| 6M | +56.9% | +28.0% | +28.9% | +55.6% |
| YTD | +136.8% | +11.6% | +125.2% | +137.6% |
| 1Y | +120.7% | +16.9% | +103.8% | +120.4% |
| 3Y | +231.9% | +51.6% | +180.3% | +201.4% |
| All | +231.9% | +52.1% | +179.8% | +201.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling