+3.6%
GOOG vs WMT
+27.5%
-23.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.5% | -0.2% | +3.3% |
| 7D | -10.7% | +8.8% | -19.5% | -10.7% |
| 30D | -16.4% | +22.9% | -39.4% | -16.8% |
| 3M | -23.4% | +16.1% | -39.5% | -23.5% |
| 6M | -24.2% | -0.5% | -23.8% | -23.8% |
| YTD | -8.3% | +16.7% | -24.9% | -4.5% |
| 1Y | +3.6% | +27.4% | -23.8% | +12.4% |
| All | +3.6% | +27.5% | -23.9% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling