+428.1%
WMT vs BAX
-38.1%
+466.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.6% |
| 7D | 0.0% | -7.9% | +7.9% | +1.3% |
| 30D | -7.4% | -11.7% | +4.2% | -5.7% |
| 3M | -10.9% | +16.2% | -27.1% | -13.3% |
| 6M | -12.7% | +32.0% | -44.7% | -17.0% |
| YTD | -3.2% | +24.7% | -27.9% | -8.1% |
| 1Y | +5.3% | -2.6% | +7.9% | +4.2% |
| 3Y | +101.9% | -35.0% | +136.8% | +111.4% |
| 5Y | +134.6% | -67.6% | +202.1% | +191.6% |
| All | +428.1% | -38.1% | +466.2% | +472.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling