+544.2%
WMT vs VLO
+790.8%
-246.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.4% |
| 7D | +2.0% | +9.6% | -7.6% | +1.4% |
| 30D | +10.3% | -17.4% | +27.7% | +11.6% |
| 3M | +11.0% | +10.8% | +0.2% | +9.9% |
| 6M | -2.3% | +56.9% | -59.3% | -5.6% |
| YTD | +15.7% | +136.8% | -121.1% | +8.0% |
| 1Y | +26.0% | +120.7% | -94.7% | +18.2% |
| 3Y | +136.5% | +231.9% | -95.4% | +112.6% |
| 5Y | +176.8% | +479.0% | -302.2% | +135.7% |
| All | +544.2% | +790.8% | -246.5% | +445.0% |
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