+858.2%
WMT vs VT
+346.0%
+512.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -2.0% | -1.8% |
| 7D | +1.6% | -2.3% | +3.9% | +2.6% |
| 30D | +16.1% | -5.0% | +21.0% | +18.5% |
| 3M | +12.3% | -4.9% | +17.1% | +14.5% |
| 6M | -3.1% | -1.5% | -1.5% | -2.9% |
| YTD | +13.4% | +8.5% | +4.9% | +8.7% |
| 1Y | +24.5% | +11.4% | +13.1% | +17.9% |
| 3Y | +135.7% | +70.1% | +65.6% | +84.9% |
| 5Y | +166.8% | +53.7% | +113.1% | +116.5% |
| 10Y | +543.4% | +220.0% | +323.5% | +276.5% |
| All | +858.2% | +346.0% | +512.2% | +390.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling