+544.2%
WMT vs BBWI
-47.4%
+591.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.4% |
| 7D | +2.0% | +0.1% | +1.9% | +2.0% |
| 30D | +10.3% | +12.9% | -2.6% | +9.4% |
| 3M | +11.0% | +16.0% | -5.0% | +9.7% |
| 6M | -2.3% | +16.6% | -19.0% | -3.7% |
| YTD | +15.7% | +9.7% | +6.0% | +14.1% |
| 1Y | +26.0% | +1.5% | +24.5% | +24.4% |
| 3Y | +136.5% | -21.4% | +157.9% | +134.2% |
| 5Y | +176.8% | -67.6% | +244.4% | +185.8% |
| All | +544.2% | -47.4% | +591.7% | +546.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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