+430.0%
WMT vs VST
+1,175.7%
-745.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.4% |
| 7D | +3.9% | +8.9% | -5.0% | +3.4% |
| 30D | -4.4% | +6.2% | -10.6% | -4.8% |
| 3M | -8.8% | -2.7% | -6.1% | -8.8% |
| 6M | -15.6% | -8.4% | -7.3% | -15.5% |
| YTD | -3.2% | -7.2% | +4.0% | -3.4% |
| 1Y | +7.0% | -20.9% | +27.9% | +7.7% |
| 3Y | +105.3% | +384.0% | -278.7% | +68.3% |
| 5Y | +129.3% | +757.1% | -627.8% | +75.5% |
| All | +430.0% | +1,175.7% | -745.7% | +308.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling