+428.1%
WMT vs BIL
+25.3%
+402.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.2% |
| 7D | 0.0% | +0.1% | 0.0% | -0.2% |
| 30D | -7.4% | +0.3% | -7.7% | -8.3% |
| 3M | -10.9% | +0.9% | -11.8% | -13.4% |
| 6M | -12.7% | +1.8% | -14.5% | -17.5% |
| YTD | -3.2% | +2.5% | -5.7% | -10.4% |
| 1Y | +5.3% | +3.7% | +1.6% | -5.7% |
| 3Y | +101.9% | +14.1% | +87.7% | +41.8% |
| 5Y | +134.6% | +19.5% | +115.1% | +39.2% |
| All | +428.1% | +25.3% | +402.8% | +187.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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