+27.4%
WMT vs BAX
+46.0%
-18.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.0% | -0.5% | +3.4% |
| 7D | +8.8% | +4.1% | +4.7% | +8.7% |
| 30D | +22.9% | +9.4% | +13.5% | +22.8% |
| 3M | +16.1% | -6.5% | +22.6% | +15.8% |
| 6M | -0.5% | +59.6% | -60.1% | +0.4% |
| YTD | +16.7% | +38.9% | -22.2% | +13.6% |
| 1Y | +27.4% | +48.0% | -20.6% | +24.7% |
| All | +27.4% | +46.0% | -18.7% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling