+420.0%
VLO vs WST
-0.1%
+420.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.2% | -1.4% |
| 7D | -13.3% | -3.1% | -10.2% | -13.2% |
| 30D | -18.3% | +9.1% | -27.4% | -18.6% |
| 3M | +14.3% | +14.7% | -0.3% | +13.7% |
| 6M | +47.6% | +28.0% | +19.6% | +46.0% |
| YTD | +116.0% | +45.6% | +70.3% | +112.0% |
| 1Y | +101.0% | +45.7% | +55.3% | +97.3% |
| 3Y | +199.0% | +21.1% | +177.9% | +191.0% |
| All | +420.0% | -0.1% | +420.1% | +381.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling