+4.9%
MSFT vs WMT
+24.7%
-19.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.4% |
| 7D | -1.3% | +2.0% | -3.3% | -1.0% |
| 30D | -1.8% | +10.3% | -12.1% | -0.2% |
| 3M | +5.6% | +11.0% | -5.3% | +7.3% |
| 6M | +29.8% | -2.3% | +32.1% | +29.3% |
| YTD | +9.0% | +15.7% | -6.7% | +10.9% |
| 1Y | +4.9% | +26.0% | -21.0% | +5.9% |
| All | +4.9% | +24.7% | -19.7% | +5.9% |
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