+809.3%
WMT vs VTV
+712.5%
+96.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -0.2% | -0.7% | +0.4% | +0.1% |
| 30D | -5.8% | -0.5% | -5.3% | -5.5% |
| 3M | -10.8% | +5.3% | -16.1% | -13.2% |
| 6M | -14.3% | +12.9% | -27.2% | -19.7% |
| YTD | -4.4% | +18.5% | -22.9% | -12.6% |
| 1Y | +4.3% | +25.3% | -20.9% | -7.4% |
| 3Y | +100.1% | +68.2% | +31.9% | +52.0% |
| 5Y | +130.8% | +80.6% | +50.2% | +68.3% |
| 10Y | +433.7% | +232.9% | +200.8% | +178.1% |
| All | +809.3% | +712.5% | +96.8% | +192.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling