+27.4%
WMT vs BDX
+54.0%
-26.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.6% | -2.1% | +2.2% |
| 7D | +8.8% | +7.2% | +1.6% | +7.1% |
| 30D | +22.9% | +15.8% | +7.2% | +19.3% |
| 3M | +16.1% | +23.7% | -7.6% | +11.4% |
| 6M | -0.5% | +44.8% | -45.3% | -6.8% |
| YTD | +16.7% | +39.8% | -23.1% | +9.3% |
| 1Y | +27.4% | +52.3% | -25.0% | +20.6% |
| All | +27.4% | +54.0% | -26.6% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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