+128.9%
WFC vs VLO
+190.7%
-61.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.3% | -5.5% | -2.9% |
| 7D | +1.1% | +5.8% | -4.7% | -0.1% |
| 30D | +0.8% | +28.3% | -27.5% | -4.4% |
| 3M | +9.3% | +48.7% | -39.5% | 0.0% |
| 6M | +10.6% | +71.9% | -61.3% | -3.2% |
| YTD | -4.1% | +138.7% | -142.7% | -23.8% |
| 1Y | +13.6% | +148.5% | -134.9% | -11.4% |
| All | +128.9% | +190.7% | -61.8% | +62.5% |
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 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