+7.0%
WMT vs AR
+22.7%
-15.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | +3.9% | +2.5% | +1.4% | +4.0% |
| 30D | -4.4% | +14.8% | -19.2% | -3.8% |
| 3M | -8.8% | +6.2% | -15.0% | -8.6% |
| 6M | -15.6% | +4.3% | -19.9% | -15.4% |
| YTD | -3.2% | +14.4% | -17.6% | -2.8% |
| 1Y | +7.0% | +21.3% | -14.3% | +7.9% |
| All | +7.0% | +22.7% | -15.6% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling