+81.7%
SPY vs WMT
+129.2%
-47.5%
-24.5%
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 | -0.4% | -0.2% | -0.1% | -0.3% |
| 30D | -1.4% | -5.8% | +4.5% | -0.1% |
| 3M | +3.7% | -10.8% | +14.5% | +6.4% |
| 6M | +13.0% | -14.3% | +27.3% | +16.8% |
| YTD | +12.4% | -4.4% | +16.8% | +12.0% |
| 1Y | +18.5% | +4.3% | +14.2% | +14.5% |
| 3Y | +77.6% | +100.1% | -22.4% | +37.6% |
| 5Y | +81.7% | +130.8% | -49.1% | +32.2% |
| All | +81.7% | +129.2% | -47.5% | +32.2% |
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