+3,036.2%
SPY vs WMT
+3,807.1%
-770.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.9% |
| 7D | +2.6% | +2.0% | +0.5% | +1.9% |
| 30D | -2.0% | +10.3% | -12.2% | -5.4% |
| 3M | -2.8% | +11.0% | -13.7% | -6.7% |
| 6M | +2.1% | -2.3% | +4.5% | +2.0% |
| YTD | +11.5% | +15.7% | -4.2% | +4.2% |
| 1Y | +13.5% | +26.0% | -12.5% | +2.6% |
| 3Y | +77.7% | +136.5% | -58.8% | +25.9% |
| 5Y | +72.6% | +176.8% | -104.2% | +14.1% |
| 10Y | +308.2% | +537.5% | -229.4% | +95.1% |
| All | +3,036.2% | +3,807.1% | -770.9% | +733.4% |
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