+10,632.1%
WMT vs AA
+220.7%
+10,411.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.9% | +0.6% |
| 7D | -1.2% | +5.3% | -6.5% | -1.8% |
| 30D | +12.4% | -2.3% | +14.6% | +12.5% |
| 3M | +9.0% | -20.8% | +29.9% | +11.7% |
| 6M | -3.0% | -39.8% | +36.9% | +1.9% |
| YTD | +14.0% | -23.3% | +37.3% | +15.4% |
| 1Y | +23.0% | +1.8% | +21.2% | +20.2% |
| 3Y | +135.1% | +69.5% | +65.5% | +108.3% |
| 5Y | +172.7% | -18.0% | +190.7% | +153.0% |
| 10Y | +528.1% | +45.7% | +482.4% | +380.2% |
| All | +10,632.1% | +220.7% | +10,411.4% | +4,504.7% |
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