+588.7%
VLO vs WTW
+42.0%
+546.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +5.3% | -5.7% | +11.0% | +6.6% |
| 30D | +18.2% | -7.3% | +25.5% | +20.0% |
| 3M | +53.3% | +21.5% | +31.9% | +46.0% |
| 6M | +70.4% | +9.6% | +60.8% | +65.4% |
| YTD | +143.4% | -3.3% | +146.7% | +143.5% |
| 1Y | +153.0% | -6.1% | +159.1% | +154.9% |
| 3Y | +195.0% | +61.8% | +133.1% | +152.8% |
| All | +588.7% | +42.0% | +546.7% | +505.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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