+167.6%
WMT vs AR
+74.0%
+93.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.7% |
| 7D | +1.6% | -14.3% | +15.9% | +2.3% |
| 30D | +16.1% | +1.4% | +14.6% | +15.9% |
| 3M | +12.3% | +3.4% | +8.9% | +11.9% |
| 6M | -3.1% | -2.1% | -1.0% | -3.2% |
| YTD | +13.4% | +4.7% | +8.7% | +12.7% |
| 1Y | +24.5% | +10.6% | +13.9% | +23.2% |
| 3Y | +135.7% | +24.6% | +111.1% | +130.3% |
| All | +167.6% | +74.0% | +93.6% | +158.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling