+193.8%
VLO vs WSM
+232.0%
-38.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +6.2% | +2.6% | +3.6% | +5.9% |
| 30D | +23.5% | -9.3% | +32.8% | +24.9% |
| 3M | +53.9% | +7.1% | +46.8% | +52.1% |
| 6M | +81.7% | +21.7% | +60.0% | +75.7% |
| YTD | +142.5% | +28.7% | +113.7% | +131.6% |
| 1Y | +145.4% | +13.9% | +131.6% | +139.1% |
| All | +193.8% | +232.0% | -38.1% | +137.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling