+129.7%
WMT vs B
+154.3%
-24.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.4% | -0.9% |
| 7D | +0.1% | +2.3% | -2.2% | 0.0% |
| 30D | -5.0% | +1.4% | -6.3% | -5.1% |
| 3M | -11.3% | +12.2% | -23.5% | -12.0% |
| 6M | -13.8% | -2.1% | -11.7% | -13.9% |
| YTD | -4.2% | +2.9% | -7.1% | -5.0% |
| 1Y | +4.6% | +55.3% | -50.7% | -0.5% |
| 3Y | +100.5% | +198.7% | -98.2% | +76.8% |
| 5Y | +129.7% | +153.8% | -24.1% | +105.3% |
| All | +129.7% | +154.3% | -24.6% | +105.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling