+145.8%
GOOG vs WMT
+102.3%
+43.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.3% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -2.0% | -7.4% | +5.5% | -0.8% |
| 3M | -5.9% | -10.9% | +5.0% | -4.2% |
| 6M | +8.9% | -12.7% | +21.6% | +11.1% |
| YTD | +7.1% | -3.2% | +10.3% | +7.1% |
| 1Y | +39.7% | +5.3% | +34.4% | +37.0% |
| 3Y | +145.8% | +101.9% | +44.0% | +109.5% |
| All | +145.8% | +102.3% | +43.6% | +109.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling