+130.8%
WMT vs BIL
+19.4%
+111.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.2% | +0.1% | -0.3% | -0.5% |
| 30D | -5.8% | +0.3% | -6.1% | -6.7% |
| 3M | -10.8% | +0.9% | -11.7% | -13.0% |
| 6M | -14.3% | +1.8% | -16.1% | -18.2% |
| YTD | -4.4% | +2.5% | -6.9% | -10.1% |
| 1Y | +4.3% | +3.7% | +0.6% | -4.0% |
| 3Y | +100.1% | +14.1% | +86.0% | +65.2% |
| 5Y | +130.8% | +19.4% | +111.4% | +63.2% |
| All | +130.8% | +19.4% | +111.4% | +63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling