+136.0%
GOOG vs WMT
+133.5%
+2.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.2% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -2.0% | -7.4% | +5.5% | -0.2% |
| 3M | -5.9% | -10.9% | +5.0% | -3.3% |
| 6M | +8.9% | -12.7% | +21.6% | +12.3% |
| YTD | +7.1% | -3.2% | +10.3% | +6.9% |
| 1Y | +39.7% | +5.3% | +34.4% | +35.5% |
| 3Y | +145.8% | +101.9% | +44.0% | +87.1% |
| All | +136.0% | +133.5% | +2.5% | +65.2% |
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