+120.6%
VLO vs WST
+47.3%
+73.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.4% | -6.2% | -5.7% |
| 7D | -6.0% | +1.3% | -7.2% | -5.9% |
| 30D | -12.9% | +8.5% | -21.4% | -12.5% |
| 3M | +18.3% | +17.2% | +1.1% | +19.2% |
| 6M | +46.4% | +36.3% | +10.2% | +48.1% |
| YTD | +127.7% | +48.9% | +78.8% | +129.2% |
| 1Y | +120.6% | +42.9% | +77.7% | +121.7% |
| All | +120.6% | +47.3% | +73.3% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 1y: compounded portfolio wealth divided by compounded WST 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…
1y analysis · Full analysis span regression · 6 months rolling