+9.0%
MSFT vs WMT
+27.5%
-18.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.5% | +3.2% | +7.2% |
| 7D | +4.7% | +8.8% | -4.1% | +6.1% |
| 30D | +5.8% | +22.9% | -17.1% | +9.5% |
| 3M | +13.0% | +16.1% | -3.1% | +15.9% |
| 6M | +34.9% | -0.5% | +35.4% | +34.9% |
| YTD | +15.7% | +16.7% | -1.0% | +17.4% |
| 1Y | +9.0% | +27.4% | -18.4% | +9.7% |
| All | +9.0% | +27.5% | -18.6% | +9.7% |
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