+120.6%
VLO vs WING
-23.2%
+143.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.7% | -9.5% | -5.4% |
| 7D | -6.0% | +21.0% | -26.9% | -4.5% |
| 30D | -12.9% | +56.9% | -69.8% | -9.9% |
| 3M | +18.3% | +38.4% | -20.0% | +21.6% |
| 6M | +46.4% | +12.0% | +34.5% | +48.3% |
| YTD | +127.7% | -29.2% | +157.0% | +126.5% |
| 1Y | +120.6% | -28.8% | +149.4% | +119.1% |
| All | +120.6% | -23.2% | +143.8% | +119.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 1y: compounded portfolio wealth divided by compounded WING 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…
1y analysis · Full analysis span regression · 6 months rolling