+520.3%
WMT vs VTEB
+25.5%
+494.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.2% |
| 7D | 0.0% | -0.9% | +0.9% | +0.3% |
| 30D | -7.4% | -2.5% | -4.9% | -6.7% |
| 3M | -10.9% | -3.0% | -7.9% | -10.1% |
| 6M | -12.7% | -2.1% | -10.6% | -12.1% |
| YTD | -3.2% | -1.5% | -1.7% | -2.8% |
| 1Y | +5.3% | +0.2% | +5.1% | +5.2% |
| 3Y | +101.9% | +8.6% | +93.3% | +97.0% |
| 5Y | +134.6% | +1.2% | +133.4% | +132.5% |
| 10Y | +440.4% | +18.1% | +422.3% | +472.8% |
| All | +520.3% | +25.5% | +494.8% | +659.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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