+101.9%
WMT vs BDX
-10.0%
+111.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.3% |
| 7D | 0.0% | -3.2% | +3.2% | +0.4% |
| 30D | -7.4% | -2.5% | -4.9% | -7.2% |
| 3M | -10.9% | +21.4% | -32.3% | -12.8% |
| 6M | -12.7% | +10.4% | -23.1% | -13.9% |
| YTD | -3.2% | +18.8% | -22.0% | -5.3% |
| 1Y | +5.3% | +21.7% | -16.4% | +2.7% |
| 3Y | +101.9% | -10.0% | +111.8% | +100.6% |
| All | +101.9% | -10.0% | +111.8% | +100.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling