+27.4%
WMT vs VRT
+12.3%
+15.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -12.9% | +16.3% | +2.7% |
| 7D | +8.8% | -15.4% | +24.1% | +7.9% |
| 30D | +22.9% | -19.0% | +41.9% | +22.1% |
| 3M | +16.1% | -23.8% | +39.9% | +15.1% |
| 6M | -0.5% | -37.9% | +37.4% | -1.5% |
| YTD | +16.7% | +27.0% | -10.3% | +16.4% |
| 1Y | +27.4% | +13.8% | +13.6% | +25.6% |
| All | +27.4% | +12.3% | +15.1% | +25.6% |
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