-3.0%
WMT vs VRT
-42.0%
+39.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.6% |
| 7D | -1.2% | +18.6% | -19.8% | +0.7% |
| 30D | +12.4% | -11.7% | +24.0% | +11.2% |
| 3M | +9.0% | -27.3% | +36.3% | +6.1% |
| 6M | -3.0% | -42.9% | +39.9% | -10.6% |
| All | -3.0% | -42.0% | +39.0% | -10.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling