+428.1%
WMT vs VRSK
+126.1%
+302.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | 0.0% | -5.2% | +5.2% | +1.4% |
| 30D | -7.4% | -2.3% | -5.1% | -7.0% |
| 3M | -10.9% | -2.9% | -7.9% | -10.5% |
| 6M | -12.7% | -12.8% | +0.1% | -10.0% |
| YTD | -3.2% | -20.8% | +17.6% | +2.2% |
| 1Y | +5.3% | -33.2% | +38.5% | +17.1% |
| 3Y | +101.9% | -26.6% | +128.4% | +115.5% |
| 5Y | +134.6% | -11.3% | +145.9% | +130.7% |
| All | +428.1% | +126.1% | +302.0% | +282.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 10y: compounded portfolio wealth divided by compounded VRSK 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…
10y analysis · Full analysis span regression · 6 months rolling