+743.6%
VLO vs WST
+466.7%
+276.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.3% | -0.3% | +2.6% |
| 7D | -6.5% | +1.3% | -7.8% | -6.6% |
| 30D | -17.8% | +12.9% | -30.6% | -18.9% |
| 3M | +19.6% | +16.7% | +2.9% | +17.4% |
| 6M | +49.3% | +26.8% | +22.4% | +44.9% |
| YTD | +122.4% | +50.5% | +71.9% | +110.7% |
| 1Y | +107.4% | +52.9% | +54.6% | +96.1% |
| 3Y | +223.1% | +23.9% | +199.1% | +202.3% |
| 5Y | +432.2% | +1.0% | +431.2% | +408.4% |
| 10Y | +743.6% | +451.4% | +292.3% | +298.1% |
| All | +743.6% | +466.7% | +276.9% | +298.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling