+3,834.5%
WMT vs VSAT
+1,536.8%
+2,297.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.2% | -1.2% |
| 7D | +0.1% | +17.3% | -17.2% | -0.9% |
| 30D | -5.0% | -3.3% | -1.7% | -4.8% |
| 3M | -11.3% | +18.7% | -30.0% | -12.9% |
| 6M | -13.8% | +77.6% | -91.3% | -18.0% |
| YTD | -4.2% | +125.6% | -129.8% | -10.7% |
| 1Y | +4.6% | +158.3% | -153.7% | -4.1% |
| 3Y | +100.5% | +226.1% | -125.7% | +71.7% |
| 5Y | +129.7% | +54.7% | +75.0% | +102.3% |
| 10Y | +423.4% | +3.5% | +419.9% | +361.4% |
| All | +3,834.5% | +1,536.8% | +2,297.6% | +2,119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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