+428.1%
WMT vs VLO
+946.8%
-518.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.2% |
| 7D | 0.0% | +5.3% | -5.3% | -0.4% |
| 30D | -7.4% | +18.2% | -25.7% | -8.5% |
| 3M | -10.9% | +53.3% | -64.2% | -13.6% |
| 6M | -12.7% | +70.4% | -83.1% | -16.2% |
| YTD | -3.2% | +143.4% | -146.6% | -9.8% |
| 1Y | +5.3% | +153.0% | -147.7% | -2.3% |
| 3Y | +101.9% | +195.0% | -93.1% | +83.1% |
| 5Y | +134.6% | +618.8% | -484.2% | +95.7% |
| All | +428.1% | +946.8% | -518.7% | +313.9% |
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