+309.2%
WMT vs VRT
+2,489.5%
-2,180.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.6% | -2.3% | +1.2% |
| 7D | 0.0% | -8.4% | +8.4% | +0.3% |
| 30D | -7.4% | -10.9% | +3.4% | -7.1% |
| 3M | -10.9% | -13.7% | +2.8% | -10.7% |
| 6M | -12.7% | -4.1% | -8.5% | -13.2% |
| YTD | -3.2% | +58.7% | -62.0% | -6.3% |
| 1Y | +5.3% | +89.6% | -84.4% | +0.6% |
| 3Y | +101.9% | +558.1% | -456.3% | +76.5% |
| 5Y | +134.6% | +953.0% | -818.4% | +93.8% |
| All | +309.2% | +2,489.5% | -2,180.2% | +279.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling