+135.9%
WMT vs VTV
+80.6%
+55.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.9% |
| 7D | 0.0% | -1.1% | +1.1% | +0.7% |
| 30D | -7.4% | -1.0% | -6.4% | -6.8% |
| 3M | -10.9% | +4.6% | -15.5% | -13.3% |
| 6M | -12.7% | +13.5% | -26.2% | -19.3% |
| YTD | -3.2% | +18.5% | -21.7% | -12.8% |
| 1Y | +5.3% | +22.9% | -17.6% | -7.4% |
| 3Y | +101.9% | +67.8% | +34.0% | +47.2% |
| All | +135.9% | +80.6% | +55.3% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 5y: compounded portfolio wealth divided by compounded VTV 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…
5y analysis · Full analysis span regression · 6 months rolling