+428.1%
WMT vs ADI
+670.4%
-242.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.9% | -3.5% | +0.6% |
| 7D | 0.0% | +4.6% | -4.6% | -0.7% |
| 30D | -7.4% | -1.2% | -6.2% | -7.3% |
| 3M | -10.9% | -7.8% | -3.1% | -10.1% |
| 6M | -12.7% | +19.3% | -32.0% | -15.9% |
| YTD | -3.2% | +40.9% | -44.1% | -9.6% |
| 1Y | +5.3% | +54.5% | -49.2% | -3.4% |
| 3Y | +101.9% | +123.4% | -21.6% | +69.0% |
| 5Y | +134.6% | +142.3% | -7.7% | +89.7% |
| All | +428.1% | +670.4% | -242.4% | +226.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 10y: compounded portfolio wealth divided by compounded ADI 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…
10y analysis · Full analysis span regression · 6 months rolling