+428.1%
WMT vs VSH
+196.4%
+231.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.1% | -4.8% | +0.9% |
| 7D | 0.0% | +4.8% | -4.8% | -0.4% |
| 30D | -7.4% | -0.7% | -6.7% | -7.5% |
| 3M | -10.9% | -43.1% | +32.2% | -7.2% |
| 6M | -12.7% | +91.8% | -104.5% | -21.1% |
| YTD | -3.2% | +131.6% | -134.8% | -14.7% |
| 1Y | +5.3% | +118.1% | -112.8% | -7.0% |
| 3Y | +101.9% | +40.9% | +61.0% | +83.3% |
| 5Y | +134.6% | +75.8% | +58.8% | +103.7% |
| All | +428.1% | +196.4% | +231.7% | +300.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling