+871.5%
WMT vs VCIT
+96.4%
+775.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +16.1% | +1.9% | +14.1% | +15.6% |
| 3M | +12.3% | -1.4% | +13.7% | +12.6% |
| 6M | -3.1% | -2.1% | -1.0% | -2.7% |
| YTD | +13.4% | -1.6% | +15.0% | +13.7% |
| 1Y | +24.5% | -0.9% | +25.4% | +24.7% |
| 3Y | +135.7% | +20.0% | +115.7% | +129.1% |
| 5Y | +166.8% | +3.1% | +163.7% | +159.3% |
| 10Y | +543.4% | +28.7% | +514.7% | +533.8% |
| All | +871.5% | +96.4% | +775.1% | +961.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling