+136.5%
WMT vs VMC
+35.0%
+101.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | +2.0% | -1.3% | +3.3% | +2.3% |
| 30D | +10.3% | +15.5% | -5.2% | +7.0% |
| 3M | +11.0% | +0.6% | +10.4% | +10.7% |
| 6M | -2.3% | +2.1% | -4.4% | -3.2% |
| YTD | +15.7% | -1.6% | +17.3% | +15.6% |
| 1Y | +26.0% | -1.2% | +27.1% | +25.7% |
| 3Y | +136.5% | +35.3% | +101.2% | +131.6% |
| All | +136.5% | +35.0% | +101.5% | +131.6% |
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 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