+428.1%
WMT vs BN
+265.2%
+162.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | 0.0% | -5.2% | +5.2% | +1.0% |
| 30D | -7.4% | -14.5% | +7.1% | -4.7% |
| 3M | -10.9% | -15.0% | +4.1% | -8.2% |
| 6M | -12.7% | -5.4% | -7.3% | -12.1% |
| YTD | -3.2% | -16.4% | +13.2% | -0.6% |
| 1Y | +5.3% | -16.2% | +21.5% | +7.9% |
| 3Y | +101.9% | +67.5% | +34.3% | +78.7% |
| 5Y | +134.6% | +34.1% | +100.4% | +113.2% |
| All | +428.1% | +265.2% | +162.9% | +296.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling