+130.8%
WMT vs VFC
-78.7%
+209.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | 0.0% |
| 7D | -0.2% | -2.3% | +2.1% | -0.1% |
| 30D | -5.8% | -13.4% | +7.5% | -4.7% |
| 3M | -10.8% | -23.7% | +12.9% | -9.0% |
| 6M | -14.3% | -24.5% | +10.1% | -12.7% |
| YTD | -4.4% | -27.8% | +23.4% | -2.4% |
| 1Y | +4.3% | -13.5% | +17.8% | +4.5% |
| 3Y | +100.1% | -27.1% | +127.2% | +96.3% |
| 5Y | +130.8% | -79.0% | +209.8% | +161.9% |
| All | +130.8% | -78.7% | +209.5% | +161.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling