+5.3%
WMT vs BBWI
-31.4%
+36.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.4% | -5.1% | +1.4% |
| 7D | 0.0% | -4.8% | +4.8% | -0.1% |
| 30D | -7.4% | +3.5% | -10.9% | -7.3% |
| 3M | -10.9% | -0.3% | -10.6% | -10.7% |
| 6M | -12.7% | -5.4% | -7.3% | -12.5% |
| YTD | -3.2% | -4.7% | +1.5% | -2.7% |
| 1Y | +5.3% | -30.5% | +35.7% | +5.9% |
| All | +5.3% | -31.4% | +36.7% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling