+137.5%
WMT vs BOXX
+18.5%
+119.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | 0.0% | +0.1% | 0.0% | -0.1% |
| 30D | -7.4% | +0.3% | -7.7% | -7.9% |
| 3M | -10.9% | +1.0% | -11.9% | -12.2% |
| 6M | -12.7% | +1.9% | -14.6% | -14.9% |
| YTD | -3.2% | +2.7% | -5.9% | -6.1% |
| 1Y | +5.3% | +4.0% | +1.2% | +1.3% |
| 3Y | +101.9% | +14.7% | +87.2% | +103.0% |
| All | +137.5% | +18.5% | +119.0% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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