+9.2%
WBD vs VLO
+883.4%
-874.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +539.2% | -528.3% | -5.5% |
| 7D | +10.9% | +539.2% | -528.3% | -5.5% |
| 30D | +10.9% | +539.2% | -528.3% | -5.5% |
| 3M | +10.9% | +539.2% | -528.3% | -5.5% |
| 6M | +10.9% | +539.2% | -528.3% | -5.5% |
| YTD | +10.9% | +539.2% | -528.3% | -5.5% |
| 1Y | +10.9% | +539.2% | -528.3% | -5.5% |
| 3Y | +10.9% | +539.2% | -528.3% | -5.5% |
| 5Y | +18.4% | +558.8% | -540.5% | -0.3% |
| All | +9.2% | +883.4% | -874.2% | -27.7% |
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