+9,216.7%
VLO vs WCN
+6,839.3%
+2,377.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | +5.2% | -0.6% | +5.8% | +5.4% |
| 30D | +22.6% | +0.4% | +22.2% | +22.4% |
| 3M | +43.8% | +7.3% | +36.5% | +40.5% |
| 6M | +65.7% | -2.5% | +68.2% | +66.0% |
| YTD | +131.1% | -5.4% | +136.5% | +133.1% |
| 1Y | +143.6% | -8.5% | +152.1% | +147.5% |
| 3Y | +201.4% | +20.8% | +180.6% | +179.8% |
| 5Y | +568.9% | +30.0% | +538.9% | +503.1% |
| 10Y | +891.8% | +238.4% | +653.4% | +598.5% |
| All | +9,216.7% | +6,839.3% | +2,377.4% | +3,724.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling