+729.3%
WMT vs VCIT
+98.3%
+631.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +3.9% | -0.3% | +4.3% | +4.0% |
| 30D | -4.4% | -0.8% | -3.6% | -4.3% |
| 3M | -8.8% | -1.0% | -7.8% | -8.6% |
| 6M | -15.6% | -1.8% | -13.8% | -15.4% |
| YTD | -3.2% | -0.7% | -2.5% | -3.1% |
| 1Y | +7.0% | +1.0% | +6.1% | +6.9% |
| 3Y | +105.3% | +18.8% | +86.5% | +99.8% |
| 5Y | +129.3% | +3.5% | +125.8% | +122.4% |
| 10Y | +423.9% | +29.2% | +394.7% | +414.8% |
| All | +729.3% | +98.3% | +631.0% | +804.7% |
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