+428.1%
WMT vs BP
+137.7%
+290.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | 0.0% | +5.2% | -5.2% | -0.4% |
| 30D | -7.4% | +8.7% | -16.1% | -8.1% |
| 3M | -10.9% | +9.3% | -20.2% | -11.7% |
| 6M | -12.7% | +13.6% | -26.3% | -13.9% |
| YTD | -3.2% | +37.7% | -40.9% | -6.3% |
| 1Y | +5.3% | +40.6% | -35.4% | +1.6% |
| 3Y | +101.9% | +40.3% | +61.5% | +93.6% |
| 5Y | +134.6% | +141.4% | -6.9% | +111.9% |
| All | +428.1% | +137.7% | +290.3% | +394.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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