+35,889.1%
VLO vs WSM
+34,755.7%
+1,133.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.3% |
| 7D | +5.2% | -3.3% | +8.5% | +5.8% |
| 30D | +22.6% | -8.4% | +31.0% | +24.3% |
| 3M | +43.8% | +9.7% | +34.1% | +41.1% |
| 6M | +65.7% | +16.7% | +49.1% | +60.0% |
| YTD | +131.1% | +28.7% | +102.4% | +119.1% |
| 1Y | +143.6% | +13.7% | +130.0% | +135.2% |
| 3Y | +201.4% | +230.1% | -28.7% | +136.5% |
| 5Y | +568.9% | +179.0% | +389.9% | +423.6% |
| 10Y | +891.8% | +1,002.5% | -110.7% | +492.6% |
| All | +35,889.1% | +34,755.7% | +1,133.4% | +13,933.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling