+23.6%
WMT vs AS
+6.1%
+17.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.8% | 0.0% |
| 7D | +0.6% | +4.5% | -3.9% | +0.3% |
| 30D | +12.8% | +13.2% | -0.5% | +12.0% |
| 3M | +11.7% | -11.9% | +23.6% | +11.8% |
| 6M | -3.5% | -11.6% | +8.1% | -3.4% |
| YTD | +13.4% | -14.7% | +28.1% | +11.0% |
| 1Y | +23.6% | +5.7% | +17.9% | +27.6% |
| All | +23.6% | +6.1% | +17.6% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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