+10,575.1%
WMT vs B
+719.1%
+9,856.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.3% | -1.7% |
| 7D | +1.6% | +9.6% | -8.0% | +1.6% |
| 30D | +16.1% | +3.5% | +12.5% | +16.0% |
| 3M | +12.3% | -1.6% | +13.9% | +12.3% |
| 6M | -3.1% | -1.7% | -1.4% | -3.1% |
| YTD | +13.4% | -5.3% | +18.7% | +13.4% |
| 1Y | +24.5% | +27.2% | -2.7% | +24.4% |
| 3Y | +135.7% | +166.1% | -30.4% | +135.3% |
| 5Y | +166.8% | +136.5% | +30.3% | +166.3% |
| 10Y | +543.4% | +172.2% | +371.2% | +546.9% |
| All | +10,575.1% | +719.1% | +9,856.0% | +13,924.9% |
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