+3,751.1%
WMT vs ALL
+3,667.9%
+83.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.2% | -0.8% |
| 7D | +3.9% | 0.0% | +3.9% | +3.9% |
| 30D | -4.4% | -1.5% | -2.9% | -4.1% |
| 3M | -8.8% | +23.6% | -32.4% | -13.7% |
| 6M | -15.6% | +22.3% | -38.0% | -20.0% |
| YTD | -3.2% | +26.5% | -29.7% | -9.2% |
| 1Y | +7.0% | +27.0% | -20.0% | +0.2% |
| 3Y | +105.3% | +149.6% | -44.3% | +60.5% |
| 5Y | +129.3% | +118.1% | +11.2% | +82.3% |
| 10Y | +423.9% | +369.0% | +55.0% | +233.8% |
| All | +3,751.1% | +3,667.9% | +83.3% | +1,239.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling