+526.6%
WMT vs VST
+1,219.3%
-692.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.3% | -7.2% | -0.3% |
| 7D | -1.6% | -0.5% | -1.1% | -1.7% |
| 30D | +12.9% | -17.1% | +29.9% | +13.8% |
| 3M | +12.6% | -4.6% | +17.2% | +12.5% |
| 6M | -3.4% | -9.1% | +5.6% | -3.6% |
| YTD | +13.5% | -16.6% | +30.1% | +13.5% |
| 1Y | +23.5% | -29.5% | +53.0% | +25.0% |
| 3Y | +137.3% | +297.5% | -160.2% | +96.0% |
| 5Y | +167.9% | +654.5% | -486.6% | +104.7% |
| 10Y | +526.6% | +1,205.2% | -678.6% | +374.7% |
| All | +526.6% | +1,219.3% | -692.7% | +374.7% |
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