+189.2%
VLO vs WY
-22.6%
+211.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.4% | +4.7% | +3.6% |
| 7D | +5.8% | -2.1% | +7.8% | +6.2% |
| 30D | +28.3% | -10.5% | +38.8% | +31.3% |
| 3M | +48.7% | -4.9% | +53.6% | +49.6% |
| 6M | +71.9% | -4.9% | +76.8% | +71.8% |
| YTD | +138.7% | -1.7% | +140.3% | +134.8% |
| 1Y | +148.5% | -9.4% | +157.8% | +152.2% |
| All | +189.2% | -22.6% | +211.9% | +197.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling