+778.9%
VLO vs WU
-39.7%
+818.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.6% |
| 7D | +6.8% | -5.3% | +12.0% | +9.1% |
| 30D | -17.9% | +9.0% | -26.9% | -21.4% |
| 3M | +13.5% | -3.6% | +17.1% | +14.1% |
| 6M | +53.0% | -19.4% | +72.4% | +63.5% |
| YTD | +133.7% | -21.7% | +155.4% | +150.8% |
| 1Y | +115.7% | -16.1% | +131.8% | +122.7% |
| 3Y | +231.9% | -24.1% | +256.0% | +247.5% |
| 5Y | +471.6% | -44.1% | +515.7% | +584.5% |
| All | +778.9% | -39.7% | +818.6% | +893.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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