+537.7%
WMT vs VST
+1,112.0%
-574.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.6% | -12.3% | -2.3% |
| 7D | +1.6% | -9.8% | +11.4% | +2.1% |
| 30D | +16.1% | -25.1% | +41.2% | +17.7% |
| 3M | +12.3% | -11.6% | +23.9% | +12.6% |
| 6M | -3.1% | -20.9% | +17.8% | -2.4% |
| YTD | +13.4% | -22.3% | +35.7% | +13.8% |
| 1Y | +24.5% | -32.0% | +56.5% | +26.1% |
| 3Y | +135.7% | +262.4% | -126.7% | +95.9% |
| 5Y | +166.8% | +563.4% | -396.5% | +106.1% |
| All | +537.7% | +1,112.0% | -574.3% | +388.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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