+10,793.7%
WMT vs AA
+215.1%
+10,578.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +1.7% |
| 7D | +2.0% | +0.5% | +1.5% | +1.9% |
| 30D | +10.3% | -0.6% | +10.9% | +10.2% |
| 3M | +11.0% | -19.7% | +30.6% | +13.4% |
| 6M | -2.3% | -41.6% | +39.2% | +2.9% |
| YTD | +15.7% | -24.6% | +40.3% | +17.4% |
| 1Y | +26.0% | +4.9% | +21.1% | +22.6% |
| 3Y | +136.5% | +66.8% | +69.7% | +109.9% |
| 5Y | +176.8% | -19.4% | +196.3% | +157.3% |
| 10Y | +537.5% | +43.1% | +494.4% | +388.4% |
| All | +10,793.7% | +215.1% | +10,578.6% | +4,583.2% |
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