+778.9%
VLO vs WM
+331.3%
+447.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +2.2% |
| 7D | +6.8% | +1.2% | +5.6% | +6.1% |
| 30D | -17.9% | +15.2% | -33.1% | -24.2% |
| 3M | +13.5% | +8.3% | +5.2% | +8.2% |
| 6M | +53.0% | +13.1% | +39.9% | +41.4% |
| YTD | +133.7% | +12.5% | +121.2% | +115.6% |
| 1Y | +115.7% | +21.8% | +93.9% | +89.5% |
| 3Y | +231.9% | +48.8% | +183.1% | +142.8% |
| 5Y | +471.6% | +62.1% | +409.5% | +279.2% |
| All | +778.9% | +331.3% | +447.6% | +214.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling