+13,164.2%
GOOG vs WMT
+796.4%
+12,367.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -1.6% | -0.2% | -1.3% | -1.5% |
| 30D | -7.7% | -5.8% | -1.8% | -5.6% |
| 3M | -9.3% | -10.8% | +1.5% | -5.5% |
| 6M | +7.4% | -14.3% | +21.8% | +13.5% |
| YTD | +4.9% | -4.4% | +9.3% | +5.3% |
| 1Y | +37.2% | +4.3% | +32.9% | +31.9% |
| 3Y | +141.6% | +100.1% | +41.5% | +70.1% |
| 5Y | +128.8% | +130.8% | -2.1% | +48.6% |
| 10Y | +772.7% | +433.7% | +339.0% | +267.9% |
| All | +13,164.2% | +796.4% | +12,367.8% | +4,006.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling