-2.3%
WMT vs BN
-9.8%
+7.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.8% |
| 7D | +2.0% | -1.0% | +3.0% | +2.2% |
| 30D | +10.3% | +14.0% | -3.7% | +8.9% |
| 3M | +11.0% | -9.0% | +20.0% | +10.2% |
| 6M | -2.3% | -8.8% | +6.5% | -3.3% |
| All | -2.3% | -9.8% | +7.5% | -3.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling