+99.4%
WMT vs VMC
+17.4%
+82.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.0% | +0.4% |
| 7D | -0.2% | -5.3% | +5.1% | +0.8% |
| 30D | -5.8% | -12.3% | +6.4% | -3.4% |
| 3M | -10.8% | -10.3% | -0.5% | -9.0% |
| 6M | -14.3% | -8.6% | -5.8% | -13.2% |
| YTD | -4.4% | -11.9% | +7.5% | -2.3% |
| 1Y | +4.3% | -13.9% | +18.2% | +7.1% |
| All | +99.4% | +17.4% | +82.0% | +91.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling