+815.8%
WDC vs VLO
+231.8%
+584.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -1.5% |
| 7D | +16.3% | +6.8% | +9.5% | +14.4% |
| 30D | -18.3% | -17.9% | -0.4% | -14.7% |
| 3M | -31.4% | +13.5% | -45.0% | -34.1% |
| 6M | -36.3% | +53.0% | -89.3% | -43.0% |
| YTD | +80.8% | +133.7% | -52.9% | +37.3% |
| 1Y | +87.7% | +115.7% | -28.0% | +46.9% |
| All | +815.8% | +231.8% | +584.0% | +494.0% |
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