+10,587.9%
WMT vs BA
+1,537.0%
+9,050.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -2.7% | -1.4% | -1.3% | -2.5% |
| 30D | +11.1% | -7.9% | +19.0% | +12.8% |
| 3M | +11.2% | -25.2% | +36.4% | +17.4% |
| 6M | -1.3% | -26.7% | +25.5% | +4.1% |
| YTD | +13.5% | -19.6% | +33.1% | +17.3% |
| 1Y | +22.5% | -10.6% | +33.1% | +23.7% |
| 3Y | +134.1% | -11.2% | +145.4% | +131.2% |
| 5Y | +170.3% | -20.4% | +190.7% | +164.8% |
| 10Y | +525.5% | +26.8% | +498.7% | +379.1% |
| All | +10,587.9% | +1,537.0% | +9,050.9% | +2,882.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling