+130.0%
WMT vs AS
+134.9%
-4.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | +1.6% | +6.9% | -5.3% | +1.1% |
| 30D | +16.1% | +16.0% | +0.1% | +14.7% |
| 3M | +12.3% | -12.8% | +25.1% | +13.3% |
| 6M | -3.1% | -15.4% | +12.3% | -2.1% |
| YTD | +13.4% | -15.7% | +29.1% | +14.1% |
| 1Y | +24.5% | +6.1% | +18.4% | +22.8% |
| All | +130.0% | +134.9% | -4.8% | +119.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling