+314.7%
SPY vs WMT
+436.6%
-121.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.5% | +0.4% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | -1.1% | -7.4% | +6.4% | +1.2% |
| 3M | +3.9% | -10.9% | +14.7% | +7.4% |
| 6M | +13.6% | -12.7% | +26.3% | +17.8% |
| YTD | +12.7% | -3.2% | +15.9% | +12.2% |
| 1Y | +17.5% | +5.3% | +12.2% | +13.0% |
| 3Y | +76.9% | +101.9% | -25.0% | +31.3% |
| 5Y | +83.6% | +134.6% | -51.0% | +26.8% |
| All | +314.7% | +436.6% | -121.9% | +129.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling