+135.9%
WMT vs AZO
+85.8%
+50.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | 0.0% | -3.6% | +3.6% | +0.9% |
| 30D | -7.4% | -5.6% | -1.9% | -6.1% |
| 3M | -10.9% | -6.6% | -4.2% | -9.5% |
| 6M | -12.7% | -22.5% | +9.8% | -7.9% |
| YTD | -3.2% | -15.2% | +12.0% | 0.0% |
| 1Y | +5.3% | -33.9% | +39.2% | +14.5% |
| 3Y | +101.9% | +11.8% | +90.1% | +95.3% |
| All | +135.9% | +85.8% | +50.1% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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