+428.1%
WMT vs VFC
-69.1%
+497.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.4% | -3.0% | +0.9% |
| 7D | 0.0% | -1.4% | +1.4% | +0.1% |
| 30D | -7.4% | -9.0% | +1.6% | -6.5% |
| 3M | -10.9% | -24.2% | +13.3% | -8.6% |
| 6M | -12.7% | -18.5% | +5.8% | -11.3% |
| YTD | -3.2% | -25.9% | +22.7% | -0.9% |
| 1Y | +5.3% | -13.0% | +18.2% | +5.3% |
| 3Y | +101.9% | -20.3% | +122.2% | +93.8% |
| 5Y | +134.6% | -78.1% | +212.6% | +170.3% |
| All | +428.1% | -69.1% | +497.1% | +436.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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