+8,919.3%
WMT vs ADI
+36,225.1%
-27,305.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | +0.1% | +2.4% | -2.3% | -0.2% |
| 30D | -5.0% | -6.6% | +1.6% | -4.2% |
| 3M | -11.3% | -9.8% | -1.5% | -10.4% |
| 6M | -13.8% | +15.7% | -29.5% | -15.9% |
| YTD | -4.2% | +35.1% | -39.3% | -8.5% |
| 1Y | +4.6% | +47.7% | -43.1% | -1.4% |
| 3Y | +100.5% | +114.5% | -14.0% | +77.5% |
| 5Y | +129.7% | +141.2% | -11.6% | +98.1% |
| 10Y | +423.4% | +611.3% | -187.9% | +284.8% |
| All | +8,919.3% | +36,225.1% | -27,305.9% | +2,692.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling