+7.0%
WMT vs A
+21.7%
-14.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | +3.9% | -1.9% | +5.9% | +3.9% |
| 30D | -4.4% | +6.9% | -11.3% | -4.5% |
| 3M | -8.8% | +9.2% | -18.0% | -8.8% |
| 6M | -15.6% | +25.7% | -41.3% | -16.3% |
| YTD | -3.2% | +11.5% | -14.8% | -4.1% |
| 1Y | +7.0% | +18.4% | -11.3% | +6.4% |
| All | +7.0% | +21.7% | -14.6% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling