+136.5%
WMT vs AG
+195.3%
-58.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.5% |
| 7D | +2.0% | -10.0% | +12.0% | +2.2% |
| 30D | +10.3% | -10.5% | +20.8% | +10.4% |
| 3M | +11.0% | -27.3% | +38.2% | +11.3% |
| 6M | -2.3% | -43.0% | +40.6% | -1.5% |
| YTD | +15.7% | -17.9% | +33.6% | +14.8% |
| 1Y | +26.0% | +11.9% | +14.0% | +23.6% |
| 3Y | +136.5% | +201.8% | -65.3% | +119.9% |
| All | +136.5% | +195.3% | -58.8% | +119.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling