+135.9%
WMT vs VMC
+47.0%
+88.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.5% | +1.2% |
| 7D | 0.0% | -3.8% | +3.8% | +0.8% |
| 30D | -7.4% | -9.7% | +2.3% | -5.5% |
| 3M | -10.9% | -9.6% | -1.2% | -9.2% |
| 6M | -12.7% | -4.8% | -7.8% | -12.2% |
| YTD | -3.2% | -10.9% | +7.7% | -1.4% |
| 1Y | +5.3% | -15.6% | +20.9% | +8.4% |
| 3Y | +101.9% | +19.3% | +82.5% | +91.5% |
| All | +135.9% | +47.0% | +88.9% | +109.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling