+426.2%
VLO vs WM
+62.1%
+364.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.2% | -5.0% | -4.0% |
| 7D | -8.7% | +4.5% | -13.2% | -9.2% |
| 30D | -16.2% | +16.1% | -32.3% | -17.8% |
| 3M | +16.2% | +8.0% | +8.1% | +15.0% |
| 6M | +39.8% | +8.4% | +31.4% | +38.0% |
| YTD | +119.0% | +11.2% | +107.7% | +115.4% |
| 1Y | +110.8% | +22.3% | +88.5% | +104.6% |
| 3Y | +201.7% | +50.2% | +151.4% | +175.1% |
| 5Y | +426.2% | +63.3% | +362.9% | +370.2% |
| All | +426.2% | +62.1% | +364.1% | +370.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling