+525.5%
WMT vs VT
+224.4%
+301.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.4% |
| 7D | -2.7% | -0.7% | -2.0% | -2.5% |
| 30D | +11.1% | -1.7% | +12.9% | +11.9% |
| 3M | +11.2% | -2.3% | +13.5% | +12.2% |
| 6M | -1.3% | +1.5% | -2.8% | -2.5% |
| YTD | +13.5% | +12.0% | +1.5% | +6.7% |
| 1Y | +22.5% | +12.9% | +9.6% | +14.6% |
| 3Y | +134.1% | +74.9% | +59.2% | +75.4% |
| 5Y | +170.3% | +59.9% | +110.3% | +109.6% |
| 10Y | +525.5% | +224.6% | +300.9% | +246.7% |
| All | +525.5% | +224.4% | +301.1% | +246.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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