+2.1%
SPY vs WMT
-0.6%
+2.8%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.3% |
| 7D | +2.6% | +2.0% | +0.5% | +2.7% |
| 30D | -2.0% | +10.3% | -12.2% | -1.4% |
| 3M | -2.8% | +11.0% | -13.7% | -2.3% |
| 6M | +2.1% | -2.3% | +4.5% | +1.0% |
| All | +2.1% | -0.6% | +2.8% | +1.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling