+421.1%
WMT vs BA
+75.4%
+345.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -2.5% | -2.7% | +0.2% | -2.2% |
| 30D | -6.4% | -12.2% | +5.8% | -5.3% |
| 3M | -12.1% | -2.0% | -10.1% | -12.1% |
| 6M | -15.0% | -6.0% | -9.0% | -14.7% |
| YTD | -4.5% | -5.7% | +1.2% | -4.3% |
| 1Y | +6.2% | -10.0% | +16.2% | +6.7% |
| 3Y | +99.9% | -3.1% | +102.9% | +96.8% |
| 5Y | +131.4% | -2.6% | +134.1% | +125.2% |
| All | +421.1% | +75.4% | +345.6% | +372.8% |
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