+35,889.1%
VLO vs WY
+688.1%
+35,201.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | +5.2% | -1.7% | +6.9% | +5.9% |
| 30D | +22.6% | -10.1% | +32.7% | +27.8% |
| 3M | +43.8% | -5.1% | +48.9% | +45.6% |
| 6M | +65.7% | -4.8% | +70.5% | +65.9% |
| YTD | +131.1% | -0.2% | +131.3% | +126.1% |
| 1Y | +143.6% | -6.6% | +150.3% | +144.1% |
| 3Y | +201.4% | -22.7% | +224.1% | +222.6% |
| 5Y | +568.9% | -22.2% | +591.1% | +596.9% |
| 10Y | +891.8% | +7.3% | +884.5% | +773.1% |
| All | +35,889.1% | +688.1% | +35,201.0% | +16,592.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling