+1.9%
META vs WMT
+24.1%
-22.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +5.1% |
| 7D | +5.7% | -1.6% | +7.3% | +5.5% |
| 30D | -10.8% | +12.9% | -23.6% | -9.4% |
| 3M | +8.4% | +12.6% | -4.2% | +10.0% |
| 6M | +5.4% | -3.4% | +8.8% | +5.5% |
| YTD | -2.6% | +13.5% | -16.1% | -1.4% |
| All | +1.9% | +24.1% | -22.2% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling