+26.0%
WMT vs BBWI
+0.1%
+25.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.5% |
| 7D | +2.0% | +0.1% | +1.9% | +2.0% |
| 30D | +10.3% | +12.9% | -2.6% | +10.3% |
| 3M | +11.0% | +16.0% | -5.0% | +11.0% |
| 6M | -2.3% | +16.6% | -19.0% | -1.8% |
| YTD | +15.7% | +9.7% | +6.0% | +16.7% |
| 1Y | +26.0% | +1.5% | +24.5% | +26.6% |
| All | +26.0% | +0.1% | +25.8% | +26.6% |
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