+135.9%
WMT vs BG
+81.8%
+54.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.1% | +1.5% |
| 7D | 0.0% | +3.1% | -3.1% | -0.2% |
| 30D | -7.4% | +10.2% | -17.6% | -8.2% |
| 3M | -10.9% | -1.7% | -9.2% | -10.9% |
| 6M | -12.7% | +1.0% | -13.7% | -12.9% |
| YTD | -3.2% | +39.9% | -43.1% | -6.0% |
| 1Y | +5.3% | +53.2% | -48.0% | +1.5% |
| 3Y | +101.9% | +16.3% | +85.6% | +97.1% |
| All | +135.9% | +81.8% | +54.1% | +117.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling