+39.7%
GOOG vs WMT
+7.0%
+32.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.5% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -2.0% | -7.4% | +5.5% | -1.7% |
| 3M | -5.9% | -10.9% | +5.0% | -5.4% |
| 6M | +8.9% | -12.7% | +21.6% | +9.9% |
| YTD | +7.1% | -3.2% | +10.3% | +10.6% |
| 1Y | +39.7% | +5.3% | +34.4% | +46.6% |
| All | +39.7% | +7.0% | +32.7% | +46.6% |
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