+112.4%
WFC vs VLO
+790.8%
-678.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.1% |
| 7D | +2.5% | +9.6% | -7.1% | -0.9% |
| 30D | +7.0% | -17.4% | +24.4% | +13.9% |
| 3M | -1.8% | +10.8% | -12.5% | -6.5% |
| 6M | +18.4% | +56.9% | -38.6% | -2.0% |
| YTD | -5.6% | +136.8% | -142.4% | -34.6% |
| 1Y | +3.9% | +120.7% | -116.8% | -26.2% |
| 3Y | +126.3% | +231.9% | -105.6% | +31.5% |
| 5Y | +91.1% | +479.0% | -387.9% | -19.0% |
| All | +112.4% | +790.8% | -678.3% | -33.4% |
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