+119.6%
WMT vs BAM
+78.0%
+41.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | +3.9% | -2.0% | +5.9% | +4.1% |
| 30D | -4.4% | -2.9% | -1.5% | -4.1% |
| 3M | -8.8% | +9.4% | -18.2% | -9.8% |
| 6M | -15.6% | +10.8% | -26.4% | -16.8% |
| YTD | -3.2% | -0.4% | -2.8% | -3.5% |
| 1Y | +7.0% | -10.9% | +17.9% | +8.4% |
| 3Y | +105.3% | +61.3% | +44.0% | +92.7% |
| All | +119.6% | +78.0% | +41.6% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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