+3,094.0%
SPY vs WMT
+3,168.0%
-74.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | +0.1% | +3.9% | -3.8% | -1.3% |
| 30D | +0.1% | -4.4% | +4.5% | +1.4% |
| 3M | +2.0% | -8.8% | +10.8% | +4.8% |
| 6M | +13.0% | -15.6% | +28.7% | +18.9% |
| YTD | +13.5% | -3.2% | +16.8% | +13.3% |
| 1Y | +20.0% | +7.0% | +12.9% | +15.0% |
| 3Y | +77.2% | +105.3% | -28.1% | +32.2% |
| 5Y | +81.9% | +129.3% | -47.4% | +28.9% |
| 10Y | +314.1% | +423.9% | -109.9% | +112.6% |
| All | +3,094.0% | +3,168.0% | -74.0% | +806.4% |
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