+9,012.0%
WMT vs BAX
+900.4%
+8,111.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.4% |
| 7D | +3.9% | -1.1% | +5.1% | +4.2% |
| 30D | -4.4% | -5.5% | +1.1% | -3.3% |
| 3M | -8.8% | +33.5% | -42.3% | -15.0% |
| 6M | -15.6% | +35.9% | -51.5% | -22.0% |
| YTD | -3.2% | +35.4% | -38.6% | -11.4% |
| 1Y | +7.0% | +9.8% | -2.7% | +2.3% |
| 3Y | +105.3% | -32.7% | +138.0% | +113.7% |
| 5Y | +129.3% | -65.6% | +194.8% | +177.4% |
| 10Y | +423.9% | -34.9% | +458.8% | +426.7% |
| All | +9,012.0% | +900.4% | +8,111.5% | +2,973.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling