+421.1%
WMT vs VUG
+419.9%
+1.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -2.5% | -1.9% | -0.6% | -1.8% |
| 30D | -6.4% | -1.6% | -4.9% | -5.9% |
| 3M | -12.1% | +4.4% | -16.5% | -13.7% |
| 6M | -15.0% | +13.2% | -28.2% | -19.2% |
| YTD | -4.5% | +7.5% | -12.0% | -7.6% |
| 1Y | +6.2% | +12.5% | -6.3% | +0.6% |
| 3Y | +99.9% | +86.0% | +13.9% | +53.5% |
| 5Y | +131.4% | +76.5% | +55.0% | +78.3% |
| All | +421.1% | +419.9% | +1.1% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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