+137.3%
WMT vs B
+196.2%
-58.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.1% | 0.0% |
| 7D | -1.6% | +11.3% | -12.9% | -1.9% |
| 30D | +12.9% | +2.9% | +9.9% | +12.6% |
| 3M | +12.6% | -2.9% | +15.5% | +12.5% |
| 6M | -3.4% | -1.2% | -2.2% | -3.6% |
| YTD | +13.5% | -1.3% | +14.8% | +12.8% |
| 1Y | +23.5% | +30.4% | -6.9% | +19.9% |
| 3Y | +137.3% | +195.3% | -57.9% | +108.6% |
| All | +137.3% | +196.2% | -58.9% | +108.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling