+1,083.6%
WMT vs BIL
+31.3%
+1,052.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.2% | +0.1% | -1.3% | -1.1% |
| 30D | +12.4% | +0.3% | +12.1% | +13.1% |
| 3M | +9.0% | +0.9% | +8.1% | +11.0% |
| 6M | -3.0% | +1.8% | -4.8% | +0.6% |
| YTD | +14.0% | +3.1% | +10.8% | +21.1% |
| 1Y | +23.0% | +3.7% | +19.3% | +32.1% |
| 3Y | +135.1% | +13.8% | +121.3% | +210.2% |
| 5Y | +172.7% | +20.2% | +152.5% | +310.2% |
| 10Y | +528.1% | +26.1% | +501.9% | +977.3% |
| All | +1,083.6% | +31.3% | +1,052.3% | +1,855.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling