+135.9%
WMT vs AU
+686.2%
-550.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.3% |
| 7D | 0.0% | -4.3% | +4.3% | +0.2% |
| 30D | -7.4% | +7.3% | -14.7% | -7.8% |
| 3M | -10.9% | +26.3% | -37.2% | -11.9% |
| 6M | -12.7% | +1.8% | -14.4% | -13.1% |
| YTD | -3.2% | +26.8% | -30.0% | -5.0% |
| 1Y | +5.3% | +66.7% | -61.4% | +1.6% |
| 3Y | +101.9% | +579.1% | -477.2% | +77.8% |
| All | +135.9% | +686.2% | -550.3% | +108.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling