+9,012.0%
WMT vs BA
+1,890.7%
+7,121.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | +3.9% | +1.2% | +2.8% | +3.7% |
| 30D | -4.4% | -11.6% | +7.2% | -2.1% |
| 3M | -8.8% | -2.4% | -6.4% | -8.7% |
| 6M | -15.6% | -6.6% | -9.0% | -15.1% |
| YTD | -3.2% | -2.2% | -1.0% | -3.5% |
| 1Y | +7.0% | -8.0% | +15.1% | +7.6% |
| 3Y | +105.3% | -5.0% | +110.3% | +100.6% |
| 5Y | +129.3% | -2.7% | +132.0% | +116.2% |
| 10Y | +423.9% | +75.9% | +348.0% | +273.8% |
| All | +9,012.0% | +1,890.7% | +7,121.2% | +2,354.5% |
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