+544.2%
WMT vs B
+216.6%
+327.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.5% |
| 7D | +2.0% | -7.3% | +9.4% | +2.5% |
| 30D | +10.3% | -3.3% | +13.6% | +10.4% |
| 3M | +11.0% | -7.8% | +18.7% | +11.3% |
| 6M | -2.3% | -15.5% | +13.2% | -1.7% |
| YTD | +15.7% | -12.3% | +28.0% | +15.7% |
| 1Y | +26.0% | +5.4% | +20.6% | +24.1% |
| 3Y | +136.5% | +165.5% | -29.0% | +114.2% |
| 5Y | +176.8% | +107.0% | +69.8% | +153.6% |
| All | +544.2% | +216.6% | +327.7% | +483.3% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 10y: compounded portfolio wealth divided by compounded B 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…
10y analysis · Full analysis span regression · 6 months rolling