+1,188.5%
WDC vs WMT
+436.6%
+751.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.4% |
| 7D | -4.3% | 0.0% | -4.3% | -4.3% |
| 30D | -1.5% | -7.4% | +5.9% | +0.5% |
| 3M | -15.5% | -10.9% | -4.6% | -13.2% |
| 6M | +66.5% | -12.7% | +79.1% | +71.1% |
| YTD | +159.9% | -3.2% | +163.1% | +157.7% |
| 1Y | +366.0% | +5.3% | +360.7% | +345.0% |
| 3Y | +1,285.8% | +101.9% | +1,184.0% | +928.7% |
| 5Y | +925.6% | +134.6% | +791.0% | +607.3% |
| All | +1,188.5% | +436.6% | +751.9% | +577.3% |
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