+131.4%
WMT vs VRT
+890.5%
-759.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.6% | +5.5% | +0.1% |
| 7D | -2.5% | -7.7% | +5.2% | -2.2% |
| 30D | -6.4% | -12.0% | +5.5% | -6.0% |
| 3M | -12.1% | -11.7% | -0.4% | -12.1% |
| 6M | -15.0% | -8.1% | -6.9% | -15.3% |
| YTD | -4.5% | +53.2% | -57.7% | -7.6% |
| 1Y | +6.2% | +81.7% | -75.5% | +1.3% |
| 3Y | +99.9% | +535.3% | -435.4% | +72.2% |
| 5Y | +131.4% | +916.4% | -784.9% | +81.1% |
| All | +131.4% | +890.5% | -759.1% | +81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling