+717.1%
VLO vs WWD
+460.9%
+256.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.9% |
| 7D | -9.5% | +0.4% | -10.0% | -9.7% |
| 30D | -19.1% | -0.4% | -18.7% | -19.4% |
| 3M | +11.4% | -6.1% | +17.4% | +13.6% |
| 6M | +46.7% | -9.5% | +56.3% | +49.0% |
| YTD | +118.6% | +10.8% | +107.8% | +95.1% |
| 1Y | +99.9% | +23.5% | +76.4% | +66.9% |
| 3Y | +210.5% | +151.3% | +59.2% | +67.8% |
| 5Y | +432.7% | +187.8% | +244.9% | +152.2% |
| 10Y | +717.1% | +461.1% | +256.0% | +169.4% |
| All | +717.1% | +460.9% | +256.2% | +169.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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