+99.2%
WMT vs VCLT
+11.3%
+87.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | -2.5% | -1.3% | -1.2% | -2.2% |
| 30D | -6.4% | -1.1% | -5.3% | -6.1% |
| 3M | -12.1% | -3.7% | -8.4% | -11.3% |
| 6M | -15.0% | -4.0% | -10.9% | -14.1% |
| YTD | -4.5% | -3.4% | -1.1% | -3.7% |
| 1Y | +6.2% | -4.1% | +10.3% | +7.2% |
| All | +99.2% | +11.3% | +87.9% | +97.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling