+534.7%
WMT vs BA
+24.8%
+509.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.6% |
| 7D | -1.2% | -0.6% | -0.6% | -1.1% |
| 30D | +12.4% | -8.0% | +20.4% | +13.2% |
| 3M | +9.0% | -25.8% | +34.8% | +12.0% |
| 6M | -3.0% | -27.6% | +24.6% | -0.3% |
| YTD | +14.0% | -21.0% | +35.0% | +16.1% |
| 1Y | +23.0% | -12.3% | +35.3% | +23.9% |
| 3Y | +135.1% | -12.8% | +147.8% | +133.7% |
| 5Y | +172.7% | -22.4% | +195.1% | +170.8% |
| All | +534.7% | +24.8% | +509.8% | +528.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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