+45.2%
AMZN vs WMT
+129.4%
-84.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -2.7% | -2.5% | -0.2% | -1.9% |
| 30D | -7.5% | -6.4% | -1.1% | -5.6% |
| 3M | +5.8% | -12.1% | +17.9% | +10.2% |
| 6M | +17.5% | -15.0% | +32.5% | +23.1% |
| YTD | +9.1% | -4.5% | +13.6% | +8.1% |
| 1Y | +9.4% | +6.2% | +3.2% | +2.5% |
| 3Y | +82.2% | +99.9% | -17.7% | +24.1% |
| 5Y | +45.2% | +131.4% | -86.2% | -9.1% |
| All | +45.2% | +129.4% | -84.2% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WMT.
Daily Out/Under-Performance
Portfolio return minus WMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMT 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 WMT 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