+886.1%
WMT vs VEU
+188.7%
+697.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | -0.2% | +0.3% | -0.6% | -0.4% |
| 30D | -5.8% | +0.7% | -6.5% | -6.1% |
| 3M | -10.8% | +4.7% | -15.5% | -12.5% |
| 6M | -14.3% | +11.6% | -26.0% | -18.3% |
| YTD | -4.4% | +16.8% | -21.2% | -10.4% |
| 1Y | +4.3% | +24.9% | -20.5% | -4.8% |
| 3Y | +100.1% | +75.7% | +24.3% | +59.6% |
| 5Y | +130.8% | +56.1% | +74.7% | +91.0% |
| 10Y | +433.7% | +153.6% | +280.1% | +262.2% |
| All | +886.1% | +188.7% | +697.4% | +491.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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