+8,892.0%
WMT vs BDX
+5,136.8%
+3,755.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.4% |
| 7D | -2.5% | -5.4% | +2.9% | -1.1% |
| 30D | -6.4% | -2.2% | -4.2% | -6.0% |
| 3M | -12.1% | +20.1% | -32.2% | -16.3% |
| 6M | -15.0% | +9.1% | -24.0% | -17.1% |
| YTD | -4.5% | +17.9% | -22.4% | -8.9% |
| 1Y | +6.2% | +22.1% | -15.9% | +0.2% |
| 3Y | +99.9% | -10.5% | +110.4% | +100.7% |
| 5Y | +131.4% | -2.6% | +134.0% | +125.3% |
| 10Y | +433.2% | +57.5% | +375.7% | +345.4% |
| All | +8,892.0% | +5,136.8% | +3,755.3% | +1,892.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling