+210.5%
VLO vs WWD
+155.8%
+54.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.7% |
| 7D | -9.5% | +0.4% | -10.0% | -9.6% |
| 30D | -19.1% | -0.4% | -18.7% | -19.1% |
| 3M | +11.4% | -6.1% | +17.4% | +11.8% |
| 6M | +46.7% | -9.5% | +56.3% | +46.9% |
| YTD | +118.6% | +10.8% | +107.8% | +106.9% |
| 1Y | +99.9% | +23.5% | +76.4% | +84.2% |
| 3Y | +210.5% | +151.3% | +59.2% | +149.6% |
| All | +210.5% | +155.8% | +54.6% | +149.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling