+4,652.2%
WMT vs VSAT
+1,325.7%
+3,326.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.9% | +6.4% | +1.8% |
| 7D | +2.0% | +5.9% | -3.8% | +1.6% |
| 30D | +10.3% | +9.7% | +0.6% | +9.2% |
| 3M | +11.0% | -18.3% | +29.3% | +11.7% |
| 6M | -2.3% | -4.1% | +1.7% | -3.5% |
| YTD | +15.7% | +96.5% | -80.8% | +8.2% |
| 1Y | +26.0% | +89.3% | -63.3% | +17.7% |
| 3Y | +136.5% | +270.1% | -133.6% | +99.9% |
| 5Y | +176.8% | +26.4% | +150.5% | +146.5% |
| 10Y | +537.5% | -16.5% | +554.1% | +467.9% |
| All | +4,652.2% | +1,325.7% | +3,326.5% | +2,590.0% |
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