+883.9%
VLO vs WM
+306.5%
+577.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.7% |
| 7D | +5.2% | -0.3% | +5.5% | +5.4% |
| 30D | +22.6% | -2.4% | +25.0% | +24.1% |
| 3M | +43.8% | +0.4% | +43.3% | +42.3% |
| 6M | +65.7% | -9.5% | +75.2% | +73.6% |
| YTD | +131.1% | +0.5% | +130.6% | +127.6% |
| 1Y | +143.6% | -1.1% | +144.7% | +141.1% |
| 3Y | +201.4% | +46.0% | +155.3% | +119.1% |
| 5Y | +568.9% | +51.8% | +517.1% | +352.6% |
| All | +883.9% | +306.5% | +577.4% | +248.1% |
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