+433.7%
WMT vs AR
+43.0%
+390.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -0.2% | -1.2% | +0.9% | -0.2% |
| 30D | -5.8% | +5.5% | -11.4% | -6.0% |
| 3M | -10.8% | +12.9% | -23.6% | -11.1% |
| 6M | -14.3% | +0.1% | -14.4% | -14.4% |
| YTD | -4.4% | +13.5% | -17.9% | -4.8% |
| 1Y | +4.3% | +21.6% | -17.2% | +3.6% |
| 3Y | +100.1% | +46.0% | +54.1% | +97.1% |
| 5Y | +130.8% | +143.7% | -12.9% | +124.6% |
| 10Y | +433.7% | +44.3% | +389.4% | +448.4% |
| All | +433.7% | +43.0% | +390.7% | +448.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling