+803.3%
VLO vs WING
+656.3%
+147.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.2% |
| 7D | -13.3% | +9.0% | -22.4% | -14.0% |
| 30D | -18.3% | +39.9% | -58.2% | -20.6% |
| 3M | +14.3% | +40.4% | -26.1% | +10.7% |
| 6M | +47.6% | +12.9% | +34.8% | +44.8% |
| YTD | +116.0% | -31.1% | +147.0% | +119.8% |
| 1Y | +101.0% | -32.7% | +133.7% | +104.8% |
| 3Y | +199.0% | -19.8% | +218.8% | +186.6% |
| 5Y | +419.0% | +4.0% | +415.1% | +368.8% |
| 10Y | +778.2% | +684.4% | +93.8% | +428.8% |
| All | +803.3% | +656.3% | +147.0% | +439.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling