+614.6%
VLO vs WCN
+27.0%
+587.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.8% |
| 7D | +6.2% | -1.7% | +8.0% | +6.6% |
| 30D | +23.5% | -3.0% | +26.5% | +24.1% |
| 3M | +53.9% | +2.5% | +51.3% | +52.7% |
| 6M | +81.7% | -5.7% | +87.4% | +83.2% |
| YTD | +142.5% | -7.4% | +149.9% | +145.1% |
| 1Y | +145.4% | -8.6% | +154.1% | +148.6% |
| 3Y | +197.3% | +19.4% | +177.9% | +174.6% |
| 5Y | +614.6% | +27.2% | +587.4% | +562.0% |
| All | +614.6% | +27.0% | +587.5% | +562.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling