+142.7%
WMT vs VLTO
+55.4%
+87.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.7% |
| 7D | -1.2% | +0.8% | -2.0% | -1.4% |
| 30D | +12.4% | +18.7% | -6.3% | +8.2% |
| 3M | +9.0% | +21.7% | -12.7% | +4.4% |
| 6M | -3.0% | +35.8% | -38.8% | -9.2% |
| YTD | +14.0% | +18.3% | -4.3% | +9.5% |
| 1Y | +23.0% | +20.9% | +2.1% | +17.4% |
| 3Y | +135.1% | +68.8% | +66.2% | +109.7% |
| All | +142.7% | +55.4% | +87.3% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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