+17,845.4%
WDC vs VLO
+35,889.1%
-18,043.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.9% | +5.9% |
| 7D | +1.7% | +5.2% | -3.5% | 0.0% |
| 30D | -10.0% | +22.6% | -32.6% | -15.9% |
| 3M | -18.8% | +43.8% | -62.5% | -28.3% |
| 6M | +79.0% | +65.7% | +13.3% | +48.5% |
| YTD | +171.6% | +131.1% | +40.5% | +99.6% |
| 1Y | +417.4% | +143.6% | +273.8% | +271.8% |
| 3Y | +1,251.8% | +201.4% | +1,050.4% | +784.5% |
| 5Y | +911.7% | +568.9% | +342.8% | +385.7% |
| 10Y | +1,399.6% | +891.8% | +507.8% | +504.1% |
| All | +17,845.4% | +35,889.1% | -18,043.7% | +2,571.5% |
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