+298.2%
WBD vs VLO
+1,620.0%
-1,321.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.8% | +5.2% | -7.0% | -3.4% |
| 30D | +8.8% | +22.6% | -13.8% | +2.0% |
| 3M | +4.6% | +43.8% | -39.1% | -7.1% |
| 6M | +1.1% | +65.7% | -64.7% | -14.9% |
| YTD | -2.0% | +131.1% | -133.1% | -26.2% |
| 1Y | +140.0% | +143.6% | -3.6% | +77.0% |
| 3Y | +144.4% | +201.4% | -57.0% | +65.0% |
| 5Y | -0.2% | +568.9% | -569.1% | -50.3% |
| 10Y | +9.1% | +891.8% | -882.7% | -56.8% |
| All | +298.2% | +1,620.0% | -1,321.8% | -0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling