+7.0%
WMT vs VRT
+123.1%
-116.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.5% | -1.0% |
| 7D | +3.9% | +9.1% | -5.2% | +4.3% |
| 30D | -4.4% | +0.9% | -5.3% | -4.3% |
| 3M | -8.8% | -13.4% | +4.6% | -8.9% |
| 6M | -15.6% | +11.7% | -27.3% | -15.4% |
| YTD | -3.2% | +73.2% | -76.5% | -0.6% |
| 1Y | +7.0% | +123.4% | -116.4% | +14.1% |
| All | +7.0% | +123.1% | -116.0% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 1y: compounded portfolio wealth divided by compounded VRT 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…
1y analysis · Full analysis span regression · 6 months rolling