+168.5%
WMT vs BA
-23.0%
+191.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | +1.6% | +1.1% | +0.5% | +1.5% |
| 30D | +16.1% | -7.9% | +24.0% | +17.0% |
| 3M | +12.3% | -25.3% | +37.6% | +15.8% |
| 6M | -3.1% | -24.6% | +21.5% | -0.3% |
| YTD | +13.4% | -20.1% | +33.5% | +15.7% |
| 1Y | +24.5% | -11.8% | +36.2% | +25.4% |
| 3Y | +135.7% | -10.1% | +145.8% | +131.1% |
| All | +168.5% | -23.0% | +191.6% | +161.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling