+35,889.1%
VLO vs WST
+12,330.1%
+23,559.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +5.2% | +0.7% | +4.5% | +5.0% |
| 30D | +22.6% | -3.1% | +25.7% | +23.5% |
| 3M | +43.8% | +7.2% | +36.6% | +40.7% |
| 6M | +65.7% | +36.8% | +28.9% | +50.7% |
| YTD | +131.1% | +23.8% | +107.3% | +115.3% |
| 1Y | +143.6% | +37.8% | +105.9% | +119.3% |
| 3Y | +201.4% | -15.9% | +217.3% | +188.4% |
| 5Y | +568.9% | -25.8% | +594.7% | +536.6% |
| 10Y | +891.8% | +319.6% | +572.2% | +373.1% |
| All | +35,889.1% | +12,330.1% | +23,559.0% | +6,805.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling