+133,470.8%
MSFT vs WMT
+9,495.6%
+123,975.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -1.6% |
| 7D | -2.7% | +3.9% | -6.6% | -4.2% |
| 30D | +2.7% | -4.4% | +7.1% | +4.2% |
| 3M | +17.0% | -8.8% | +25.7% | +20.6% |
| 6M | +23.8% | -15.6% | +39.5% | +30.8% |
| YTD | +4.0% | -3.2% | +7.2% | +3.2% |
| 1Y | -0.8% | +7.0% | -7.9% | -6.0% |
| 3Y | +55.6% | +105.3% | -49.7% | +10.2% |
| 5Y | +72.9% | +129.3% | -56.4% | +15.3% |
| 10Y | +875.8% | +423.9% | +451.9% | +353.3% |
| All | +133,470.8% | +9,495.6% | +123,975.3% | +14,599.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling