+911.8%
VLO vs WY
+7.2%
+904.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | +0.4% |
| 7D | +4.0% | -3.7% | +7.7% | +5.9% |
| 30D | +19.0% | -11.3% | +30.3% | +26.0% |
| 3M | +50.0% | -8.1% | +58.1% | +54.7% |
| 6M | +79.1% | -7.4% | +86.6% | +81.5% |
| YTD | +140.3% | -4.7% | +145.0% | +138.6% |
| 1Y | +148.3% | -9.2% | +157.5% | +151.9% |
| 3Y | +194.6% | -24.7% | +219.3% | +223.3% |
| 5Y | +609.6% | -21.6% | +631.1% | +627.8% |
| All | +911.8% | +7.2% | +904.6% | +724.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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