-1.3%
WMT vs BIL
+1.9%
-3.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | -0.1% |
| 7D | -2.7% | +0.1% | -2.8% | -3.9% |
| 30D | +11.1% | +0.3% | +10.8% | +4.9% |
| 3M | +11.2% | +0.9% | +10.3% | -9.3% |
| 6M | -1.3% | +1.9% | -3.1% | -31.5% |
| All | -1.3% | +1.9% | -3.1% | -31.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling