+828.9%
WMT vs VNQ
+386.3%
+442.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | 0.0% | -1.3% | +1.3% | +0.4% |
| 30D | -7.4% | -2.6% | -4.8% | -6.8% |
| 3M | -10.9% | -2.0% | -8.8% | -10.4% |
| 6M | -12.7% | +4.3% | -17.0% | -13.7% |
| YTD | -3.2% | +9.2% | -12.4% | -5.6% |
| 1Y | +5.3% | +5.6% | -0.3% | +3.6% |
| 3Y | +101.9% | +30.8% | +71.0% | +86.7% |
| 5Y | +134.6% | +8.0% | +126.6% | +126.7% |
| 10Y | +440.4% | +63.7% | +376.7% | +359.4% |
| All | +828.9% | +386.3% | +442.6% | +462.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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