+695.1%
WDC vs VLO
+749.3%
-54.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.7% | +4.6% | +6.8% |
| 7D | -3.2% | -0.4% | -2.8% | -2.7% |
| 30D | -19.0% | -16.6% | -2.4% | -13.2% |
| 3M | -28.4% | +12.3% | -40.7% | -32.2% |
| 6M | -39.2% | +47.8% | -87.1% | -48.9% |
| YTD | +82.1% | +126.7% | -44.7% | +24.6% |
| 1Y | +84.7% | +105.4% | -20.7% | +31.7% |
| 3Y | +825.6% | +222.0% | +603.7% | +424.0% |
| 5Y | +608.2% | +449.8% | +158.3% | +192.5% |
| 10Y | +695.1% | +754.3% | -59.2% | +161.3% |
| All | +695.1% | +749.3% | -54.2% | +161.3% |
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