+4,412.9%
WMT vs ALL
+3,690.4%
+722.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.8% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | +12.8% | +13.8% | -1.1% | +9.2% |
| 3M | +11.7% | -2.8% | +14.5% | +12.4% |
| 6M | -3.5% | +23.7% | -27.2% | -8.7% |
| YTD | +13.4% | +27.3% | -13.9% | +6.2% |
| 1Y | +23.6% | +30.5% | -6.9% | +14.9% |
| 3Y | +133.9% | +113.0% | +20.9% | +90.4% |
| 5Y | +170.1% | +157.6% | +12.5% | +105.9% |
| 10Y | +523.5% | +368.4% | +155.1% | +297.0% |
| All | +4,412.9% | +3,690.4% | +722.5% | +1,466.0% |
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