+988.6%
WMT vs BKNG
+885.8%
+102.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -2.5% | -10.7% | +8.2% | -1.7% |
| 30D | -6.4% | -18.1% | +11.7% | -5.1% |
| 3M | -12.1% | +8.5% | -20.6% | -12.7% |
| 6M | -15.0% | -0.1% | -14.9% | -15.2% |
| YTD | -4.5% | -18.2% | +13.7% | -3.5% |
| 1Y | +6.2% | -19.9% | +26.0% | +7.3% |
| 3Y | +99.9% | +41.6% | +58.3% | +93.4% |
| 5Y | +131.4% | +93.1% | +38.3% | +117.2% |
| 10Y | +433.2% | +214.8% | +218.4% | +376.6% |
| All | +988.6% | +885.8% | +102.8% | +606.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling