+120.6%
VLO vs WSM
+44.0%
+76.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +6.5% | -12.2% | -4.1% |
| 7D | -6.0% | +8.0% | -13.9% | -3.9% |
| 30D | -12.9% | +13.5% | -26.4% | -9.9% |
| 3M | +18.3% | +8.8% | +9.5% | +21.5% |
| 6M | +46.4% | +54.7% | -8.3% | +62.1% |
| YTD | +127.7% | +53.3% | +74.5% | +151.4% |
| 1Y | +120.6% | +41.1% | +79.5% | +144.2% |
| All | +120.6% | +44.0% | +76.6% | +144.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling