+471.6%
VLO vs WSM
+165.0%
+306.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.5% | +7.6% | +3.6% |
| 7D | +6.8% | -3.2% | +9.9% | +7.2% |
| 30D | -17.9% | +4.6% | -22.5% | -18.5% |
| 3M | +13.5% | +2.4% | +11.1% | +12.9% |
| 6M | +53.0% | +43.7% | +9.4% | +44.3% |
| YTD | +133.7% | +42.1% | +91.6% | +119.3% |
| 1Y | +115.7% | +32.3% | +83.4% | +104.7% |
| 3Y | +231.9% | +253.0% | -21.1% | +163.4% |
| 5Y | +471.6% | +161.3% | +310.3% | +385.2% |
| All | +471.6% | +165.0% | +306.5% | +385.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling