+8,919.3%
WMT vs AA
+309.2%
+8,610.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.6% | -1.4% |
| 7D | +0.1% | +1.7% | -1.5% | -0.1% |
| 30D | -5.0% | +3.3% | -8.3% | -5.4% |
| 3M | -11.3% | -29.4% | +18.1% | -8.1% |
| 6M | -13.8% | -12.8% | -1.0% | -13.5% |
| YTD | -4.2% | -2.1% | -2.1% | -5.5% |
| 1Y | +4.6% | +62.8% | -58.2% | -3.6% |
| 3Y | +100.5% | +90.5% | +10.0% | +75.3% |
| 5Y | +129.7% | +19.1% | +110.6% | +102.7% |
| 10Y | +423.4% | +124.8% | +298.7% | +276.4% |
| All | +8,919.3% | +309.2% | +8,610.1% | +3,670.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling