+10,793.7%
WMT vs ADI
+39,702.6%
-28,908.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.3% | +1.9% |
| 7D | +2.0% | +9.5% | -7.4% | +0.8% |
| 30D | +10.3% | -1.4% | +11.7% | +10.2% |
| 3M | +11.0% | +4.7% | +6.2% | +9.9% |
| 6M | -2.3% | -7.4% | +5.1% | -2.2% |
| YTD | +15.7% | +48.1% | -32.4% | +8.8% |
| 1Y | +26.0% | +69.6% | -43.7% | +16.3% |
| 3Y | +136.5% | +144.4% | -7.9% | +105.3% |
| 5Y | +176.8% | +134.1% | +42.7% | +138.9% |
| 10Y | +537.5% | +632.8% | -95.2% | +365.2% |
| All | +10,793.7% | +39,702.6% | -28,908.9% | +3,221.0% |
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