+1,000.5%
WMT vs VO
+825.6%
+174.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +2.0% | +3.1% | -1.1% | +0.7% |
| 30D | +10.3% | +2.2% | +8.1% | +9.2% |
| 3M | +11.0% | -2.5% | +13.5% | +12.1% |
| 6M | -2.3% | +7.0% | -9.3% | -5.4% |
| YTD | +15.7% | +14.0% | +1.7% | +8.9% |
| 1Y | +26.0% | +15.6% | +10.3% | +17.7% |
| 3Y | +136.5% | +66.2% | +70.3% | +88.2% |
| 5Y | +176.8% | +36.6% | +140.2% | +136.5% |
| 10Y | +537.5% | +199.0% | +338.6% | +276.2% |
| All | +1,000.5% | +825.6% | +174.9% | +283.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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