+9,012.0%
WMT vs BBWI
+1,034.6%
+7,977.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.7% |
| 7D | +3.9% | +1.5% | +2.4% | +3.6% |
| 30D | -4.4% | -5.2% | +0.8% | -3.8% |
| 3M | -8.8% | +11.1% | -19.9% | -11.3% |
| 6M | -15.6% | -13.4% | -2.3% | -14.9% |
| YTD | -3.2% | +0.1% | -3.3% | -5.5% |
| 1Y | +7.0% | -36.1% | +43.2% | +12.3% |
| 3Y | +105.3% | -44.1% | +149.4% | +111.2% |
| 5Y | +129.3% | -66.2% | +195.5% | +149.3% |
| 10Y | +423.9% | -54.8% | +478.7% | +355.5% |
| All | +9,012.0% | +1,034.6% | +7,977.3% | +1,917.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling