+99.2%
WMT vs BKNG
+41.2%
+58.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -2.5% | -10.7% | +8.2% | -1.3% |
| 30D | -6.4% | -18.1% | +11.7% | -4.4% |
| 3M | -12.1% | +8.5% | -20.6% | -12.8% |
| 6M | -15.0% | -0.1% | -14.9% | -15.0% |
| YTD | -4.5% | -18.2% | +13.7% | -1.7% |
| 1Y | +6.2% | -19.9% | +26.0% | +9.8% |
| All | +99.2% | +41.2% | +58.0% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BKNG.
Daily Out/Under-Performance
Portfolio return minus BKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKNG 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 3y: compounded portfolio wealth divided by compounded BKNG 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…
3y analysis · Full analysis span regression · 6 months rolling