+754.3%
VLO vs WEC
+190.8%
+563.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.6% |
| 7D | -0.4% | -0.5% | +0.1% | -0.3% |
| 30D | -16.6% | +12.0% | -28.6% | -19.1% |
| 3M | +12.3% | +11.1% | +1.2% | +9.1% |
| 6M | +47.8% | +6.0% | +41.9% | +45.1% |
| YTD | +126.7% | +14.3% | +112.5% | +117.7% |
| 1Y | +105.4% | +8.0% | +97.4% | +100.2% |
| 3Y | +222.0% | +62.8% | +159.1% | +176.8% |
| 5Y | +449.8% | +55.3% | +394.5% | +373.6% |
| 10Y | +754.3% | +193.2% | +561.2% | +538.7% |
| All | +754.3% | +190.8% | +563.5% | +538.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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