+526.6%
WMT vs VT
+223.7%
+302.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -1.1% |
| 7D | -1.6% | +0.4% | -2.0% | -1.8% |
| 30D | +12.9% | -2.6% | +15.4% | +14.1% |
| 3M | +12.6% | -3.2% | +15.9% | +14.1% |
| 6M | -3.4% | +0.9% | -4.4% | -4.4% |
| YTD | +13.5% | +11.3% | +2.2% | +7.0% |
| 1Y | +23.5% | +14.0% | +9.5% | +15.0% |
| 3Y | +137.3% | +75.8% | +61.5% | +77.4% |
| 5Y | +167.9% | +57.8% | +110.1% | +109.2% |
| 10Y | +526.6% | +219.8% | +306.8% | +247.4% |
| All | +526.6% | +223.7% | +302.9% | +247.4% |
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