+911.8%
VLO vs WSM
+1,058.9%
-147.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.5% |
| 7D | +4.0% | +0.4% | +3.5% | +3.9% |
| 30D | +19.0% | -10.7% | +29.7% | +22.1% |
| 3M | +50.0% | +8.5% | +41.5% | +46.5% |
| 6M | +79.1% | +19.6% | +59.5% | +69.3% |
| YTD | +140.3% | +26.6% | +113.7% | +123.1% |
| 1Y | +148.3% | +12.0% | +136.4% | +136.9% |
| 3Y | +194.6% | +226.6% | -32.0% | +101.4% |
| 5Y | +609.6% | +174.1% | +435.4% | +383.8% |
| All | +911.8% | +1,058.9% | -147.1% | +260.8% |
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