+199.0%
VLO vs WMB
+97.7%
+101.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -13.3% | -13.8% | +0.5% | -8.3% |
| 30D | -18.3% | -10.3% | -8.0% | -15.0% |
| 3M | +14.3% | -10.1% | +24.4% | +18.7% |
| 6M | +47.6% | -11.8% | +59.5% | +53.9% |
| YTD | +116.0% | +8.9% | +107.0% | +108.9% |
| 1Y | +101.0% | +14.0% | +87.0% | +91.3% |
| 3Y | +199.0% | +100.5% | +98.5% | +101.0% |
| All | +199.0% | +97.7% | +101.3% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 3y: compounded portfolio wealth divided by compounded WMB 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…
3y analysis · Full analysis span regression · 6 months rolling