+142.4%
WFC vs VLO
+919.7%
-777.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.4% | +1.4% |
| 7D | +0.4% | +6.2% | -5.8% | -1.8% |
| 30D | +2.5% | +23.5% | -21.0% | -5.4% |
| 3M | +10.0% | +53.9% | -43.9% | -7.0% |
| 6M | +15.1% | +81.7% | -66.6% | -10.0% |
| YTD | -2.2% | +142.5% | -144.7% | -32.1% |
| 1Y | +13.5% | +145.4% | -132.0% | -22.1% |
| 3Y | +135.2% | +197.3% | -62.1% | +44.3% |
| 5Y | +128.3% | +614.6% | -486.3% | -11.5% |
| 10Y | +142.4% | +938.9% | -796.5% | -28.5% |
| All | +142.4% | +919.7% | -777.4% | -28.5% |
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 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