+131.8%
WMT vs VRT
+369.8%
-238.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | 0.0% |
| 7D | +0.6% | -17.7% | +18.2% | +0.8% |
| 30D | +12.8% | -20.0% | +32.8% | +13.0% |
| 3M | +11.7% | -28.1% | +39.8% | +12.2% |
| 6M | -3.5% | -42.8% | +39.3% | -2.6% |
| YTD | +13.4% | +20.0% | -6.6% | +10.3% |
| 1Y | +23.6% | +3.5% | +20.1% | +21.0% |
| All | +131.8% | +369.8% | -238.0% | +100.5% |
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