+900.2%
VLO vs WST
+321.8%
+578.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +3.9% | +3.3% |
| 7D | +5.8% | -0.3% | +6.0% | +5.8% |
| 30D | +28.3% | -4.6% | +32.9% | +29.0% |
| 3M | +48.7% | +5.7% | +43.0% | +47.6% |
| 6M | +71.9% | +37.6% | +34.3% | +64.7% |
| YTD | +138.7% | +23.0% | +115.6% | +131.6% |
| 1Y | +148.5% | +33.8% | +114.6% | +138.1% |
| 3Y | +192.7% | -13.4% | +206.0% | +188.2% |
| 5Y | +601.6% | -27.0% | +628.6% | +607.3% |
| 10Y | +900.2% | +324.5% | +575.6% | +433.3% |
| All | +900.2% | +321.8% | +578.4% | +433.3% |
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