+142.8%
WBD vs VLO
+190.7%
-47.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.7% | -1.3% |
| 7D | -0.7% | +5.8% | -6.5% | -2.2% |
| 30D | +5.0% | +28.3% | -23.3% | -1.8% |
| 3M | +6.2% | +48.7% | -42.5% | -4.9% |
| 6M | +0.6% | +71.9% | -71.3% | -14.5% |
| YTD | -2.4% | +138.7% | -141.1% | -26.3% |
| 1Y | +127.7% | +148.5% | -20.8% | +68.5% |
| All | +142.8% | +190.7% | -47.9% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling