+130.8%
WMT vs BP
+141.6%
-10.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.3% |
| 7D | -0.2% | +4.0% | -4.2% | -0.5% |
| 30D | -5.8% | +7.8% | -13.7% | -6.4% |
| 3M | -10.8% | +8.4% | -19.1% | -11.4% |
| 6M | -14.3% | +15.1% | -29.4% | -15.5% |
| YTD | -4.4% | +36.4% | -40.8% | -7.0% |
| 1Y | +4.3% | +40.9% | -36.6% | +1.2% |
| 3Y | +100.1% | +38.8% | +61.2% | +92.5% |
| 5Y | +130.8% | +141.1% | -10.3% | +117.7% |
| All | +130.8% | +141.6% | -10.8% | +117.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling