+5.3%
WMT vs AA
+56.9%
-51.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | 0.0% | -3.4% | +3.4% | -0.1% |
| 30D | -7.4% | -5.8% | -1.6% | -7.6% |
| 3M | -10.9% | -29.9% | +19.0% | -11.9% |
| 6M | -12.7% | -27.0% | +14.3% | -13.9% |
| YTD | -3.2% | -8.7% | +5.5% | -4.0% |
| 1Y | +5.3% | +50.6% | -45.4% | +6.9% |
| All | +5.3% | +56.9% | -51.6% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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