+8,627.7%
WFC vs VLO
+35,889.1%
-27,261.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +3.8% | +5.2% | -1.4% | +2.2% |
| 30D | +1.5% | +22.6% | -21.1% | -4.8% |
| 3M | +10.9% | +43.8% | -32.9% | -1.4% |
| 6M | +8.4% | +65.7% | -57.3% | -8.6% |
| YTD | -1.9% | +131.1% | -133.0% | -25.8% |
| 1Y | +12.3% | +143.6% | -131.3% | -16.7% |
| 3Y | +132.3% | +201.4% | -69.1% | +57.3% |
| 5Y | +130.1% | +568.9% | -438.8% | +16.4% |
| 10Y | +134.4% | +891.8% | -757.4% | +0.3% |
| All | +8,627.7% | +35,889.1% | -27,261.4% | +1,557.7% |
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