+601.6%
VLO vs WEC
+34.9%
+566.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.2% | +3.1% |
| 7D | +5.8% | +0.8% | +5.0% | +5.6% |
| 30D | +28.3% | +0.3% | +28.0% | +28.3% |
| 3M | +48.7% | -2.9% | +51.7% | +49.3% |
| 6M | +71.9% | -5.9% | +77.8% | +73.3% |
| YTD | +138.7% | +4.1% | +134.5% | +136.2% |
| 1Y | +148.5% | +3.1% | +145.3% | +146.0% |
| 3Y | +192.7% | +40.8% | +151.9% | +171.9% |
| 5Y | +601.6% | +31.7% | +569.9% | +534.3% |
| All | +601.6% | +34.9% | +566.7% | +534.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling