+12.0%
WBD vs VLO
+933.4%
-921.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.3% |
| 7D | -0.6% | +4.0% | -4.6% | -1.8% |
| 30D | +4.2% | +19.0% | -14.8% | -1.2% |
| 3M | +7.5% | +50.0% | -42.5% | -5.2% |
| 6M | +1.6% | +79.1% | -77.5% | -15.9% |
| YTD | -2.2% | +140.3% | -142.4% | -26.5% |
| 1Y | +124.9% | +148.3% | -23.4% | +66.6% |
| 3Y | +149.1% | +194.6% | -45.5% | +70.8% |
| 5Y | +7.8% | +609.6% | -601.7% | -46.9% |
| All | +12.0% | +933.4% | -921.4% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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