+433.7%
WMT vs B
+200.3%
+233.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | -0.2% | +1.0% | -1.3% | -0.3% |
| 30D | -5.8% | +9.5% | -15.3% | -6.4% |
| 3M | -10.8% | +14.3% | -25.1% | -11.7% |
| 6M | -14.3% | -1.9% | -12.5% | -14.6% |
| YTD | -4.4% | +4.1% | -8.5% | -5.2% |
| 1Y | +4.3% | +56.1% | -51.8% | 0.0% |
| 3Y | +100.1% | +202.0% | -101.9% | +80.7% |
| 5Y | +130.8% | +158.8% | -28.0% | +109.4% |
| 10Y | +433.7% | +211.9% | +221.8% | +385.4% |
| All | +433.7% | +200.3% | +233.5% | +385.4% |
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