+5.3%
WMT vs VFC
-10.6%
+15.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.4% | -3.0% | +1.1% |
| 7D | 0.0% | -1.4% | +1.4% | +0.1% |
| 30D | -7.4% | -9.0% | +1.6% | -7.0% |
| 3M | -10.9% | -24.2% | +13.3% | -9.9% |
| 6M | -12.7% | -18.5% | +5.8% | -12.0% |
| YTD | -3.2% | -25.9% | +22.7% | -2.5% |
| 1Y | +5.3% | -13.0% | +18.2% | +5.9% |
| All | +5.3% | -10.6% | +15.9% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling