-15.6%
WMT vs AS
-20.4%
+4.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.6% | -4.8% | -1.6% |
| 7D | +3.9% | -4.9% | +8.8% | +4.6% |
| 30D | -4.4% | -19.6% | +15.2% | -1.6% |
| 3M | -8.8% | -14.4% | +5.6% | -7.1% |
| 6M | -15.6% | -20.1% | +4.5% | -13.7% |
| All | -15.6% | -20.4% | +4.8% | -13.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling