+544.4%
WMT vs AR
-30.5%
+574.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.1% |
| 7D | +0.6% | -5.8% | +6.3% | +0.7% |
| 30D | +12.8% | +4.8% | +7.9% | +12.6% |
| 3M | +11.7% | +1.5% | +10.2% | +11.6% |
| 6M | -3.5% | +4.7% | -8.2% | -3.7% |
| YTD | +13.4% | +9.2% | +4.2% | +13.0% |
| 1Y | +23.6% | +11.2% | +12.4% | +23.0% |
| 3Y | +133.9% | +46.2% | +87.6% | +130.4% |
| 5Y | +170.1% | +98.1% | +72.1% | +163.6% |
| 10Y | +523.5% | +54.5% | +469.0% | +516.0% |
| All | +544.4% | -30.5% | +574.9% | +529.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling