+754.3%
VLO vs WWD
+468.3%
+286.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.1% |
| 7D | -0.4% | +3.7% | -4.2% | -2.1% |
| 30D | -16.6% | +1.8% | -18.4% | -17.6% |
| 3M | +12.3% | -5.0% | +17.3% | +13.9% |
| 6M | +47.8% | -8.4% | +56.2% | +49.3% |
| YTD | +126.7% | +12.3% | +114.5% | +101.1% |
| 1Y | +105.4% | +26.2% | +79.1% | +69.8% |
| 3Y | +222.0% | +154.6% | +67.4% | +73.1% |
| 5Y | +449.8% | +195.3% | +254.6% | +156.8% |
| 10Y | +754.3% | +466.3% | +288.0% | +180.1% |
| All | +754.3% | +468.3% | +286.0% | +180.1% |
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