+8,892.0%
WMT vs BKR
+528.0%
+8,364.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.7% | +6.6% | +0.6% |
| 7D | -2.5% | -6.7% | +4.2% | -1.8% |
| 30D | -6.4% | -8.3% | +1.9% | -5.6% |
| 3M | -12.1% | -5.4% | -6.7% | -11.7% |
| 6M | -15.0% | +0.8% | -15.8% | -15.3% |
| YTD | -4.5% | +31.8% | -36.3% | -7.4% |
| 1Y | +6.2% | +28.6% | -22.4% | +3.1% |
| 3Y | +99.9% | +71.2% | +28.6% | +87.2% |
| 5Y | +131.4% | +179.2% | -47.8% | +103.7% |
| 10Y | +433.2% | +124.0% | +309.3% | +358.4% |
| All | +8,892.0% | +528.0% | +8,364.1% | +5,434.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling