+7.0%
WMT vs AU
+100.5%
-93.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -1.2% |
| 7D | +3.9% | -3.6% | +7.6% | +3.9% |
| 30D | -4.4% | +23.9% | -28.3% | -4.4% |
| 3M | -8.8% | +19.1% | -27.9% | -8.7% |
| 6M | -15.6% | -0.2% | -15.5% | -15.8% |
| YTD | -3.2% | +32.5% | -35.7% | -2.7% |
| 1Y | +7.0% | +96.9% | -89.9% | +10.6% |
| All | +7.0% | +100.5% | -93.4% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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