+3,478.2%
WMT vs VTR
+1,502.7%
+1,975.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.2% |
| 7D | -2.5% | -1.8% | -0.7% | -2.3% |
| 30D | -6.4% | +4.0% | -10.4% | -6.9% |
| 3M | -12.1% | +7.8% | -20.0% | -12.9% |
| 6M | -15.0% | +6.4% | -21.3% | -15.7% |
| YTD | -4.5% | +18.3% | -22.8% | -6.4% |
| 1Y | +6.2% | +33.9% | -27.8% | +2.5% |
| 3Y | +99.9% | +134.3% | -34.4% | +80.7% |
| 5Y | +131.4% | +90.3% | +41.2% | +112.3% |
| 10Y | +433.2% | +100.1% | +333.1% | +365.7% |
| All | +3,478.2% | +1,502.7% | +1,975.5% | +2,566.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling