+172.7%
WMT vs VST
+645.9%
-473.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.4% |
| 7D | -1.2% | +19.2% | -20.3% | -1.7% |
| 30D | +12.4% | -17.2% | +29.5% | +13.0% |
| 3M | +9.0% | -8.1% | +17.2% | +9.1% |
| 6M | -3.0% | -8.1% | +5.2% | -3.2% |
| YTD | +14.0% | -16.3% | +30.2% | +13.9% |
| 1Y | +23.0% | -24.1% | +47.1% | +23.6% |
| 3Y | +135.1% | +300.2% | -165.1% | +99.3% |
| 5Y | +172.7% | +645.9% | -473.2% | +125.4% |
| All | +172.7% | +645.9% | -473.2% | +125.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling