+130.8%
WMT vs A
-16.2%
+147.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | 0.0% |
| 7D | -0.2% | -4.4% | +4.1% | +0.3% |
| 30D | -5.8% | -2.7% | -3.2% | -5.6% |
| 3M | -10.8% | +7.0% | -17.8% | -11.8% |
| 6M | -14.3% | +24.6% | -39.0% | -17.4% |
| YTD | -4.4% | +7.0% | -11.4% | -5.8% |
| 1Y | +4.3% | +15.6% | -11.2% | +1.3% |
| 3Y | +100.1% | +29.9% | +70.1% | +86.4% |
| 5Y | +130.8% | -15.4% | +146.2% | +129.8% |
| All | +130.8% | -16.2% | +147.1% | +129.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling