+9,012.0%
WMT vs B
+803.7%
+8,208.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.2% |
| 7D | +3.9% | -1.6% | +5.5% | +3.9% |
| 30D | -4.4% | +9.4% | -13.8% | -4.4% |
| 3M | -8.8% | +5.0% | -13.8% | -8.8% |
| 6M | -15.6% | -3.5% | -12.1% | -15.6% |
| YTD | -3.2% | +4.5% | -7.7% | -3.2% |
| 1Y | +7.0% | +67.8% | -60.7% | +6.9% |
| 3Y | +105.3% | +196.7% | -91.4% | +105.0% |
| 5Y | +129.3% | +151.9% | -22.7% | +128.8% |
| 10Y | +423.9% | +202.2% | +221.8% | +426.9% |
| All | +9,012.0% | +803.7% | +8,208.2% | +11,871.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling