+131.4%
WMT vs VLO
+600.5%
-469.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -2.5% | +4.0% | -6.5% | -2.7% |
| 30D | -6.4% | +19.0% | -25.4% | -7.3% |
| 3M | -12.1% | +50.0% | -62.1% | -14.0% |
| 6M | -15.0% | +79.1% | -94.1% | -17.8% |
| YTD | -4.5% | +140.3% | -144.8% | -9.5% |
| 1Y | +6.2% | +148.3% | -142.1% | +0.1% |
| 3Y | +99.9% | +194.6% | -94.8% | +83.3% |
| 5Y | +131.4% | +609.6% | -478.1% | +108.7% |
| All | +131.4% | +600.5% | -469.1% | +108.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling