+72.3%
MSFT vs WMT
+129.2%
-56.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | -2.7% | -5.8% | +3.2% | -1.6% |
| 3M | +22.1% | -10.8% | +32.9% | +24.7% |
| 6M | +20.6% | -14.3% | +34.9% | +23.7% |
| YTD | +2.3% | -4.4% | +6.7% | +1.2% |
| 1Y | -0.5% | +4.3% | -4.9% | -4.5% |
| 3Y | +50.5% | +100.1% | -49.5% | +15.0% |
| 5Y | +72.3% | +130.8% | -58.5% | +22.8% |
| All | +72.3% | +129.2% | -56.9% | +22.8% |
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