+420.0%
VLO vs WEC
+51.2%
+368.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.0% |
| 7D | -13.3% | -0.2% | -13.1% | -13.3% |
| 30D | -18.3% | +12.3% | -30.6% | -20.0% |
| 3M | +14.3% | +8.3% | +6.1% | +12.7% |
| 6M | +47.6% | +3.5% | +44.2% | +46.5% |
| YTD | +116.0% | +12.7% | +103.3% | +110.5% |
| 1Y | +101.0% | +8.2% | +92.8% | +97.4% |
| 3Y | +199.0% | +55.9% | +143.1% | +170.2% |
| All | +420.0% | +51.2% | +368.7% | +362.6% |
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