+421.1%
WMT vs AG
+73.4%
+347.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.8% | 0.0% |
| 7D | -2.5% | -5.8% | +3.3% | -2.4% |
| 30D | -6.4% | +6.4% | -12.8% | -6.6% |
| 3M | -12.1% | +28.4% | -40.5% | -12.8% |
| 6M | -15.0% | -24.5% | +9.5% | -14.6% |
| YTD | -4.5% | +21.2% | -25.7% | -5.6% |
| 1Y | +6.2% | +114.1% | -107.9% | +3.0% |
| 3Y | +99.9% | +268.0% | -168.2% | +88.9% |
| 5Y | +131.4% | +67.3% | +64.1% | +121.4% |
| All | +421.1% | +73.4% | +347.6% | +395.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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