+1,188.5%
WDC vs VLO
+946.8%
+241.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.5% |
| 7D | -4.3% | +5.3% | -9.6% | -6.3% |
| 30D | -1.5% | +18.2% | -19.7% | -7.9% |
| 3M | -15.5% | +53.3% | -68.8% | -29.1% |
| 6M | +66.5% | +70.4% | -4.0% | +31.7% |
| YTD | +159.9% | +143.4% | +16.5% | +74.6% |
| 1Y | +366.0% | +153.0% | +213.0% | +206.0% |
| 3Y | +1,285.8% | +195.0% | +1,090.9% | +723.9% |
| 5Y | +925.6% | +618.8% | +306.8% | +279.4% |
| All | +1,188.5% | +946.8% | +241.7% | +328.9% |
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