+534.7%
WMT vs VCIT
+31.2%
+503.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -1.2% | -1.4% | +0.2% | -0.7% |
| 30D | +12.4% | +0.8% | +11.6% | +12.1% |
| 3M | +9.0% | -1.7% | +10.8% | +9.7% |
| 6M | -3.0% | -2.1% | -0.9% | -2.3% |
| YTD | +14.0% | -2.0% | +16.0% | +14.7% |
| 1Y | +23.0% | -1.5% | +24.5% | +23.6% |
| 3Y | +135.1% | +19.0% | +116.1% | +123.5% |
| 5Y | +172.7% | +3.8% | +169.0% | +163.1% |
| All | +534.7% | +31.2% | +503.4% | +495.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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