+428.1%
WMT vs ALL
+365.1%
+63.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.6% | +1.2% |
| 7D | 0.0% | -2.3% | +2.3% | +0.6% |
| 30D | -7.4% | -0.4% | -7.0% | -7.3% |
| 3M | -10.9% | +16.0% | -26.9% | -14.1% |
| 6M | -12.7% | +24.6% | -37.3% | -17.3% |
| YTD | -3.2% | +23.7% | -26.9% | -8.4% |
| 1Y | +5.3% | +27.7% | -22.5% | -1.4% |
| 3Y | +101.9% | +150.2% | -48.4% | +59.0% |
| 5Y | +134.6% | +117.1% | +17.5% | +88.3% |
| All | +428.1% | +365.1% | +63.0% | +246.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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