+8,919.3%
WMT vs VMC
+3,191.4%
+5,727.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.7% |
| 7D | +0.1% | -0.5% | +0.7% | +0.2% |
| 30D | -5.0% | -9.1% | +4.1% | -3.3% |
| 3M | -11.3% | -4.1% | -7.1% | -10.8% |
| 6M | -13.8% | -5.5% | -8.3% | -13.2% |
| YTD | -4.2% | -8.9% | +4.7% | -2.9% |
| 1Y | +4.6% | -12.9% | +17.5% | +6.8% |
| 3Y | +100.5% | +22.1% | +78.3% | +90.2% |
| 5Y | +129.7% | +52.7% | +77.0% | +106.3% |
| 10Y | +423.4% | +152.7% | +270.7% | +303.8% |
| All | +8,919.3% | +3,191.4% | +5,727.8% | +2,986.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling