+428.1%
WMT vs VTR
+99.2%
+328.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | 0.0% | -0.3% | +0.3% | 0.0% |
| 30D | -7.4% | +1.1% | -8.5% | -7.5% |
| 3M | -10.9% | +7.9% | -18.8% | -11.6% |
| 6M | -12.7% | +6.2% | -18.8% | -13.3% |
| YTD | -3.2% | +17.7% | -20.9% | -4.9% |
| 1Y | +5.3% | +32.9% | -27.6% | +2.3% |
| 3Y | +101.9% | +129.7% | -27.8% | +86.7% |
| 5Y | +134.6% | +89.3% | +45.2% | +118.9% |
| All | +428.1% | +99.2% | +328.9% | +395.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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