+309.2%
WMT vs VRT
+2,725.9%
-2,416.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.5% | -1.4% |
| 7D | +3.9% | +9.1% | -5.2% | +3.6% |
| 30D | -4.4% | +0.9% | -5.3% | -4.5% |
| 3M | -8.8% | -13.4% | +4.6% | -8.5% |
| 6M | -15.6% | +11.7% | -27.3% | -16.6% |
| YTD | -3.2% | +73.2% | -76.5% | -6.6% |
| 1Y | +7.0% | +123.4% | -116.4% | +1.5% |
| 3Y | +105.3% | +606.2% | -500.9% | +79.1% |
| 5Y | +129.3% | +899.9% | -770.6% | +89.7% |
| All | +309.2% | +2,725.9% | -2,416.7% | +278.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling