+790.3%
VLO vs WSM
+1,131.4%
-341.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.0% |
| 7D | +9.6% | 0.0% | +9.6% | +9.6% |
| 30D | -17.4% | +5.1% | -22.5% | -18.6% |
| 3M | +10.8% | +5.1% | +5.7% | +8.9% |
| 6M | +56.9% | +48.6% | +8.4% | +41.2% |
| YTD | +136.8% | +44.2% | +92.6% | +112.5% |
| 1Y | +120.7% | +38.1% | +82.6% | +99.9% |
| 3Y | +231.9% | +257.2% | -25.3% | +122.9% |
| 5Y | +479.0% | +165.1% | +313.9% | +305.2% |
| All | +790.3% | +1,131.4% | -341.0% | +220.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling