+421.1%
WMT vs V
+384.5%
+36.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | -2.5% | -3.0% | +0.6% | -1.7% |
| 30D | -6.4% | +1.2% | -7.6% | -6.7% |
| 3M | -12.1% | +13.9% | -26.0% | -15.0% |
| 6M | -15.0% | +17.2% | -32.2% | -18.5% |
| YTD | -4.5% | +5.3% | -9.8% | -6.2% |
| 1Y | +6.2% | +9.5% | -3.3% | +3.2% |
| 3Y | +99.9% | +51.9% | +48.0% | +78.4% |
| 5Y | +131.4% | +69.6% | +61.9% | +98.3% |
| All | +421.1% | +384.5% | +36.6% | +256.5% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 V 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