+135.9%
WMT vs BND
-2.6%
+138.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | 0.0% | -1.0% | +1.0% | +0.4% |
| 30D | -7.4% | -1.1% | -6.3% | -7.0% |
| 3M | -10.9% | -1.9% | -9.0% | -10.3% |
| 6M | -12.7% | -1.6% | -11.1% | -12.2% |
| YTD | -3.2% | -1.2% | -2.0% | -2.8% |
| 1Y | +5.3% | -0.7% | +6.0% | +5.6% |
| 3Y | +101.9% | +12.5% | +89.3% | +93.5% |
| All | +135.9% | -2.6% | +138.5% | +123.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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