+9,012.0%
WMT vs BP
+1,327.5%
+7,684.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | +3.9% | +3.9% | 0.0% | +3.3% |
| 30D | -4.4% | +7.6% | -12.0% | -5.6% |
| 3M | -8.8% | +0.7% | -9.5% | -9.1% |
| 6M | -15.6% | +15.5% | -31.1% | -18.0% |
| YTD | -3.2% | +30.8% | -34.0% | -7.9% |
| 1Y | +7.0% | +34.3% | -27.3% | +1.3% |
| 3Y | +105.3% | +35.1% | +70.2% | +92.1% |
| 5Y | +129.3% | +126.8% | +2.4% | +93.2% |
| 10Y | +423.9% | +123.4% | +300.6% | +322.6% |
| All | +9,012.0% | +1,327.5% | +7,684.5% | +4,228.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling