+227.7%
VLO vs WST
+22.8%
+204.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.1% |
| 7D | +6.8% | +4.9% | +1.9% | +6.6% |
| 30D | -17.9% | +10.7% | -28.5% | -18.1% |
| 3M | +13.5% | +16.8% | -3.3% | +13.0% |
| 6M | +53.0% | +32.0% | +21.1% | +51.6% |
| YTD | +133.7% | +49.9% | +83.8% | +130.1% |
| 1Y | +115.7% | +50.6% | +65.0% | +112.2% |
| All | +227.7% | +22.8% | +204.9% | +211.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling