+135.9%
WMT vs BKR
+172.8%
-36.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | 0.0% | -7.0% | +7.0% | +0.7% |
| 30D | -7.4% | -8.1% | +0.7% | -6.7% |
| 3M | -10.9% | -6.6% | -4.2% | -10.4% |
| 6M | -12.7% | +0.9% | -13.5% | -12.9% |
| YTD | -3.2% | +31.1% | -34.3% | -5.8% |
| 1Y | +5.3% | +27.7% | -22.4% | +2.5% |
| 3Y | +101.9% | +71.2% | +30.6% | +89.8% |
| All | +135.9% | +172.8% | -36.9% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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