+131.4%
WMT vs VSH
+64.0%
+67.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.1% |
| 7D | -2.5% | +2.8% | -5.2% | -2.6% |
| 30D | -6.4% | -6.0% | -0.4% | -6.3% |
| 3M | -12.1% | -42.6% | +30.5% | -10.3% |
| 6M | -15.0% | +82.1% | -97.1% | -21.1% |
| YTD | -4.5% | +117.5% | -122.0% | -12.9% |
| 1Y | +6.2% | +109.0% | -102.8% | -3.1% |
| 3Y | +99.9% | +34.9% | +65.0% | +83.8% |
| 5Y | +131.4% | +65.1% | +66.4% | +105.6% |
| All | +131.4% | +64.0% | +67.5% | +105.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling