+131.3%
WMT vs ALL
+115.0%
+16.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.3% | -0.5% |
| 7D | +0.1% | -1.7% | +1.8% | +0.5% |
| 30D | -5.0% | -4.7% | -0.3% | -4.0% |
| 3M | -11.3% | +18.4% | -29.7% | -14.4% |
| 6M | -13.8% | +20.5% | -34.3% | -17.1% |
| YTD | -4.2% | +23.5% | -27.7% | -8.5% |
| 1Y | +4.6% | +29.0% | -24.4% | -1.2% |
| 3Y | +100.5% | +153.7% | -53.2% | +66.4% |
| All | +131.3% | +115.0% | +16.3% | +96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling