+10,793.7%
WMT vs BN
+15,531.3%
-4,737.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.6% |
| 3M | +11.0% | -9.0% | +20.0% | +12.8% |
| 6M | -2.3% | -8.8% | +6.5% | -0.9% |
| YTD | +15.7% | -10.3% | +26.0% | +17.3% |
| 1Y | +26.0% | -5.8% | +31.8% | +26.5% |
| 3Y | +136.5% | +94.8% | +41.7% | +105.0% |
| 5Y | +176.8% | +31.5% | +145.4% | +153.5% |
| 10Y | +537.5% | +291.9% | +245.6% | +363.3% |
| All | +10,793.7% | +15,531.3% | -4,737.6% | +4,844.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling