+7.0%
WMT vs VMC
-8.5%
+15.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | +3.9% | -4.3% | +8.3% | +4.9% |
| 30D | -4.4% | -8.2% | +3.8% | -2.6% |
| 3M | -8.8% | -7.0% | -1.7% | -7.6% |
| 6M | -15.6% | -10.8% | -4.9% | -13.5% |
| YTD | -3.2% | -7.4% | +4.2% | -1.6% |
| 1Y | +7.0% | -9.5% | +16.5% | +9.6% |
| All | +7.0% | -8.5% | +15.6% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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