+140.3%
WMT vs VSXY
+37.7%
+102.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | 0.0% |
| 7D | -0.2% | -10.7% | +10.5% | +0.2% |
| 30D | -5.8% | -24.3% | +18.4% | -4.7% |
| 3M | -10.8% | +1.0% | -11.8% | -11.0% |
| 6M | -14.3% | +57.4% | -71.7% | -17.0% |
| YTD | -4.4% | +39.8% | -44.2% | -7.0% |
| 1Y | +4.3% | +196.5% | -192.1% | -3.3% |
| 3Y | +100.1% | +357.2% | -257.2% | +76.1% |
| 5Y | +130.8% | +18.9% | +111.9% | +115.0% |
| All | +140.3% | +37.7% | +102.6% | +121.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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