+866.6%
VLO vs WING
+405.9%
+460.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +5.2% | -3.9% | +9.1% | +5.5% |
| 30D | +22.6% | -11.6% | +34.2% | +23.6% |
| 3M | +43.8% | -24.2% | +68.0% | +46.4% |
| 6M | +65.7% | -54.1% | +119.8% | +76.0% |
| YTD | +131.1% | -53.9% | +185.0% | +143.9% |
| 1Y | +143.6% | -64.4% | +208.0% | +163.2% |
| 3Y | +201.4% | -30.2% | +231.6% | +188.8% |
| 5Y | +568.9% | -34.1% | +603.0% | +530.3% |
| 10Y | +891.8% | +342.1% | +549.7% | +535.5% |
| All | +866.6% | +405.9% | +460.7% | +498.0% |
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