+8,242.3%
WFC vs VLO
+34,532.9%
-26,290.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.1% | +0.9% |
| 7D | +0.1% | -6.5% | +6.6% | +2.1% |
| 30D | +2.9% | -17.8% | +20.7% | +8.6% |
| 3M | -1.4% | +19.6% | -21.0% | -7.6% |
| 6M | +14.3% | +49.3% | -34.9% | -0.5% |
| YTD | -6.2% | +122.4% | -128.6% | -28.8% |
| 1Y | +1.6% | +107.4% | -105.8% | -21.3% |
| 3Y | +126.9% | +223.1% | -96.1% | +49.4% |
| 5Y | +94.0% | +432.2% | -338.3% | +4.9% |
| 10Y | +134.0% | +743.6% | -609.6% | +4.1% |
| All | +8,242.3% | +34,532.9% | -26,290.6% | +1,489.7% |
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