+302.1%
WDAY vs VLO
+2,191.9%
-1,889.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | -4.4% | +5.2% | -9.6% | -5.5% |
| 30D | +14.7% | +22.6% | -7.9% | +9.6% |
| 3M | +32.4% | +43.8% | -11.4% | +21.7% |
| 6M | +36.9% | +65.7% | -28.9% | +21.6% |
| YTD | -8.8% | +131.1% | -139.9% | -25.1% |
| 1Y | -15.3% | +143.6% | -158.9% | -31.4% |
| 3Y | -21.2% | +201.4% | -222.6% | -40.6% |
| 5Y | -29.5% | +568.9% | -598.4% | -58.1% |
| 10Y | +120.0% | +891.8% | -771.8% | +7.1% |
| All | +302.1% | +2,191.9% | -1,889.8% | +70.4% |
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