+143.6%
VLO vs WSM
+19.9%
+123.8%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | +0.4% |
| 7D | +5.2% | -3.3% | +8.5% | +4.7% |
| 30D | +22.6% | -8.4% | +31.0% | +20.9% |
| 3M | +43.8% | +9.7% | +34.1% | +46.4% |
| 6M | +65.7% | +16.7% | +49.1% | +73.9% |
| YTD | +131.1% | +28.7% | +102.4% | +141.0% |
| 1Y | +143.6% | +13.7% | +130.0% | +151.4% |
| All | +143.6% | +19.9% | +123.8% | +151.4% |
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