+428.1%
WMT vs VCLT
+17.1%
+411.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | 0.0% | -1.4% | +1.4% | +0.2% |
| 30D | -7.4% | -1.2% | -6.2% | -7.2% |
| 3M | -10.9% | -4.8% | -6.1% | -10.1% |
| 6M | -12.7% | -2.6% | -10.1% | -12.3% |
| YTD | -3.2% | -3.3% | +0.1% | -2.7% |
| 1Y | +5.3% | -4.8% | +10.1% | +6.1% |
| 3Y | +101.9% | +11.5% | +90.3% | +98.2% |
| 5Y | +134.6% | -17.0% | +151.5% | +135.7% |
| All | +428.1% | +17.1% | +411.0% | +401.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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