+449.9%
WMT vs AR
-27.2%
+477.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | +3.9% | +2.5% | +1.4% | +3.9% |
| 30D | -4.4% | +14.8% | -19.2% | -4.7% |
| 3M | -8.8% | +6.2% | -15.0% | -9.0% |
| 6M | -15.6% | +4.3% | -19.9% | -15.8% |
| YTD | -3.2% | +14.4% | -17.6% | -3.7% |
| 1Y | +7.0% | +21.3% | -14.3% | +6.3% |
| 3Y | +105.3% | +39.8% | +65.5% | +102.5% |
| 5Y | +129.3% | +142.1% | -12.8% | +122.9% |
| 10Y | +423.9% | +52.0% | +371.9% | +418.0% |
| All | +449.9% | -27.2% | +477.1% | +436.9% |
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 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