+5.3%
WMT vs BAX
-0.4%
+5.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.4% |
| 7D | 0.0% | -7.9% | +7.9% | +0.1% |
| 30D | -7.4% | -11.7% | +4.2% | -7.4% |
| 3M | -10.9% | +16.2% | -27.1% | -10.9% |
| 6M | -12.7% | +32.0% | -44.7% | -12.9% |
| YTD | -3.2% | +24.7% | -27.9% | -5.2% |
| 1Y | +5.3% | -2.6% | +7.9% | +2.9% |
| All | +5.3% | -0.4% | +5.7% | +2.9% |
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