+9,012.0%
WMT vs VFC
+845.1%
+8,166.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.5% | -1.7% |
| 7D | +3.9% | -1.6% | +5.5% | +4.2% |
| 30D | -4.4% | -11.6% | +7.2% | -2.0% |
| 3M | -8.8% | -18.1% | +9.3% | -5.8% |
| 6M | -15.6% | -27.4% | +11.7% | -11.1% |
| YTD | -3.2% | -24.8% | +21.6% | +0.8% |
| 1Y | +7.0% | -8.2% | +15.3% | +5.8% |
| 3Y | +105.3% | -29.1% | +134.4% | +93.6% |
| 5Y | +129.3% | -79.2% | +208.4% | +185.2% |
| 10Y | +423.9% | -68.1% | +492.0% | +433.1% |
| All | +9,012.0% | +845.1% | +8,166.8% | +3,080.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling