+192.7%
VLO vs WU
-27.2%
+219.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.5% | +5.8% | +3.7% |
| 7D | +5.8% | -0.8% | +6.6% | +5.9% |
| 30D | +28.3% | -1.1% | +29.5% | +28.5% |
| 3M | +48.7% | -1.8% | +50.6% | +47.5% |
| 6M | +71.9% | -23.9% | +95.8% | +80.8% |
| YTD | +138.7% | -20.4% | +159.1% | +147.5% |
| 1Y | +148.5% | -10.6% | +159.0% | +147.7% |
| 3Y | +192.7% | -27.7% | +220.4% | +200.0% |
| All | +192.7% | -27.2% | +219.9% | +200.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling