+768.4%
VLO vs WM
+339.4%
+429.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.3% |
| 7D | -13.3% | +1.2% | -14.5% | -14.0% |
| 30D | -18.3% | +13.1% | -31.4% | -23.9% |
| 3M | +14.3% | +3.6% | +10.7% | +11.5% |
| 6M | +47.6% | +8.1% | +39.6% | +39.6% |
| YTD | +116.0% | +8.9% | +107.1% | +102.6% |
| 1Y | +101.0% | +20.3% | +80.7% | +77.4% |
| 3Y | +199.0% | +46.2% | +152.9% | +120.0% |
| 5Y | +419.0% | +59.9% | +359.2% | +243.8% |
| All | +768.4% | +339.4% | +429.0% | +203.1% |
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