+252.1%
INTC vs WMT
+436.6%
-184.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.1% |
| 7D | +7.5% | 0.0% | +7.4% | +7.4% |
| 30D | +2.0% | -7.4% | +9.4% | +4.7% |
| 3M | -12.0% | -10.9% | -1.1% | -8.8% |
| 6M | +114.5% | -12.7% | +127.2% | +122.7% |
| YTD | +179.0% | -3.2% | +182.2% | +176.2% |
| 1Y | +318.3% | +5.3% | +313.0% | +296.1% |
| 3Y | +171.2% | +101.9% | +69.4% | +83.8% |
| 5Y | +107.6% | +134.6% | -27.0% | +27.9% |
| All | +252.1% | +436.6% | -184.5% | +59.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling