+136.5%
WMT vs BAX
-18.0%
+154.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | +2.0% | +0.1% | +2.0% | +2.0% |
| 30D | +10.3% | +4.1% | +6.2% | +10.0% |
| 3M | +11.0% | -4.5% | +15.5% | +11.1% |
| 6M | -2.3% | +49.2% | -51.6% | -4.4% |
| YTD | +15.7% | +35.2% | -19.5% | +12.8% |
| 1Y | +26.0% | +38.3% | -12.3% | +22.6% |
| 3Y | +136.5% | -19.0% | +155.5% | +135.2% |
| All | +136.5% | -18.0% | +154.5% | +135.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling