+879.5%
WMT vs BIDU
+1,302.3%
-422.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.0% | +5.9% | -0.6% |
| 7D | +0.1% | -2.4% | +2.6% | +0.3% |
| 30D | -5.0% | -15.6% | +10.7% | -4.0% |
| 3M | -11.3% | -22.3% | +11.0% | -10.0% |
| 6M | -13.8% | -22.3% | +8.5% | -12.8% |
| YTD | -4.2% | -29.2% | +25.0% | -2.6% |
| 1Y | +4.6% | -14.8% | +19.4% | +4.5% |
| 3Y | +100.5% | -31.8% | +132.3% | +101.3% |
| 5Y | +129.7% | -43.1% | +172.8% | +127.8% |
| 10Y | +423.4% | -50.6% | +474.1% | +408.6% |
| All | +879.5% | +1,302.3% | -422.8% | +612.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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