+199.0%
VLO vs WEC
+53.8%
+145.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.2% |
| 7D | -13.3% | -0.2% | -13.1% | -13.3% |
| 30D | -18.3% | +12.3% | -30.6% | -19.3% |
| 3M | +14.3% | +8.3% | +6.1% | +13.3% |
| 6M | +47.6% | +3.5% | +44.2% | +46.9% |
| YTD | +116.0% | +12.7% | +103.3% | +112.2% |
| 1Y | +101.0% | +8.2% | +92.8% | +98.5% |
| 3Y | +199.0% | +55.9% | +143.1% | +175.7% |
| All | +199.0% | +53.8% | +145.2% | +175.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling