+170.0%
WMT vs ALL
+157.5%
+12.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.7% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | +12.8% | +13.8% | -1.1% | +9.7% |
| 3M | +11.7% | -2.8% | +14.5% | +12.3% |
| 6M | -3.5% | +23.7% | -27.2% | -7.9% |
| YTD | +13.4% | +27.3% | -13.9% | +7.4% |
| 1Y | +23.6% | +30.5% | -6.9% | +16.4% |
| 3Y | +133.9% | +113.0% | +20.9% | +100.0% |
| All | +170.0% | +157.5% | +12.5% | +119.5% |
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