+37,066.7%
VLO vs WSM
+34,818.5%
+2,248.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.2% |
| 7D | +5.8% | +2.6% | +3.2% | +5.3% |
| 30D | +28.3% | -9.5% | +37.9% | +30.4% |
| 3M | +48.7% | +12.9% | +35.9% | +45.3% |
| 6M | +71.9% | +23.0% | +48.9% | +64.5% |
| YTD | +138.7% | +28.9% | +109.7% | +126.2% |
| 1Y | +148.5% | +13.7% | +134.8% | +139.9% |
| 3Y | +192.7% | +232.6% | -40.0% | +129.4% |
| 5Y | +601.6% | +185.9% | +415.8% | +447.1% |
| 10Y | +900.2% | +998.6% | -98.4% | +497.9% |
| All | +37,066.7% | +34,818.5% | +2,248.1% | +14,389.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling