+211.5%
VLO vs WETO
-99.4%
+310.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.1% | +6.7% | +1.6% |
| 7D | +6.2% | -38.7% | +44.9% | +6.4% |
| 30D | +23.5% | -51.3% | +74.8% | +22.6% |
| 3M | +53.9% | -97.8% | +151.7% | +55.7% |
| 6M | +81.7% | -94.8% | +176.4% | +80.2% |
| YTD | +142.5% | -97.2% | +239.7% | +142.9% |
| 1Y | +145.4% | -98.9% | +244.4% | +148.3% |
| All | +211.5% | -99.4% | +310.9% | +225.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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