+138.3%
GOOGL vs WMT
+129.4%
+9.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -2.8% | -2.5% | -0.3% | -2.2% |
| 30D | -3.2% | -6.4% | +3.2% | -1.7% |
| 3M | -6.6% | -12.1% | +5.5% | -3.8% |
| 6M | +8.5% | -15.0% | +23.4% | +12.5% |
| YTD | +6.5% | -4.5% | +11.0% | +6.7% |
| 1Y | +39.4% | +6.2% | +33.2% | +34.8% |
| 3Y | +146.2% | +99.9% | +46.3% | +88.7% |
| 5Y | +138.3% | +131.4% | +6.9% | +69.1% |
| All | +138.3% | +129.4% | +9.0% | +69.1% |
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