+24,876.3%
VLO vs WWD
+15,408.5%
+9,467.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | +5.2% | +1.3% | +3.9% | +4.7% |
| 30D | +22.6% | -7.2% | +29.8% | +25.8% |
| 3M | +43.8% | -3.8% | +47.6% | +43.8% |
| 6M | +65.7% | -9.9% | +75.7% | +66.7% |
| YTD | +131.1% | +14.8% | +116.3% | +111.3% |
| 1Y | +143.6% | +42.1% | +101.6% | +103.7% |
| 3Y | +201.4% | +170.8% | +30.6% | +90.3% |
| 5Y | +568.9% | +197.5% | +371.4% | +294.7% |
| 10Y | +891.8% | +477.8% | +414.0% | +351.9% |
| All | +24,876.3% | +15,408.5% | +9,467.7% | +6,252.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling