+428.1%
WMT vs BG
+166.7%
+261.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.1% | +1.5% |
| 7D | 0.0% | +3.1% | -3.1% | -0.4% |
| 30D | -7.4% | +10.2% | -17.6% | -8.5% |
| 3M | -10.9% | -1.7% | -9.2% | -10.9% |
| 6M | -12.7% | +1.0% | -13.7% | -13.1% |
| YTD | -3.2% | +39.9% | -43.1% | -7.2% |
| 1Y | +5.3% | +53.2% | -48.0% | -0.3% |
| 3Y | +101.9% | +16.3% | +85.6% | +95.8% |
| 5Y | +134.6% | +83.9% | +50.7% | +111.3% |
| All | +428.1% | +166.7% | +261.4% | +339.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling