+428.1%
WMT vs VEA
+165.0%
+263.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.3% | +0.9% |
| 7D | 0.0% | -1.5% | +1.5% | +0.6% |
| 30D | -7.4% | -0.8% | -6.6% | -7.2% |
| 3M | -10.9% | +2.5% | -13.3% | -11.9% |
| 6M | -12.7% | +11.1% | -23.8% | -16.8% |
| YTD | -3.2% | +17.2% | -20.4% | -9.9% |
| 1Y | +5.3% | +24.5% | -19.2% | -4.6% |
| 3Y | +101.9% | +75.4% | +26.4% | +57.2% |
| 5Y | +134.6% | +61.1% | +73.5% | +88.0% |
| All | +428.1% | +165.0% | +263.0% | +248.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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