+100.5%
WMT vs VRT
+642.1%
-541.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | -1.1% |
| 7D | +0.1% | +13.6% | -13.5% | -0.2% |
| 30D | -5.0% | +6.8% | -11.7% | -5.2% |
| 3M | -11.3% | -3.2% | -8.1% | -11.4% |
| 6M | -13.8% | +20.3% | -34.1% | -15.0% |
| YTD | -4.2% | +79.6% | -83.8% | -7.6% |
| 1Y | +4.6% | +139.0% | -134.4% | -1.4% |
| 3Y | +100.5% | +644.6% | -544.1% | +67.1% |
| All | +100.5% | +642.1% | -541.7% | +67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling