+131.4%
WMT vs BB
-29.9%
+161.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | -0.1% |
| 7D | -2.5% | -2.1% | -0.4% | -2.5% |
| 30D | -6.4% | -16.0% | +9.6% | -6.2% |
| 3M | -12.1% | -14.5% | +2.4% | -12.2% |
| 6M | -15.0% | +118.6% | -133.5% | -18.0% |
| YTD | -4.5% | +98.9% | -103.4% | -7.6% |
| 1Y | +6.2% | +99.5% | -93.3% | +2.5% |
| 3Y | +99.9% | +65.4% | +34.5% | +92.8% |
| 5Y | +131.4% | -27.6% | +159.1% | +125.7% |
| All | +131.4% | -29.9% | +161.3% | +125.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 5y: compounded portfolio wealth divided by compounded BB 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…
5y analysis · Full analysis span regression · 6 months rolling