+27.4%
WMT vs BR
-14.2%
+41.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.0% | +0.4% | +3.3% |
| 7D | +8.8% | +7.0% | +1.8% | +8.4% |
| 30D | +22.9% | +19.0% | +3.9% | +22.3% |
| 3M | +16.1% | +13.1% | +3.0% | +15.5% |
| 6M | -0.5% | +24.6% | -25.1% | -0.9% |
| YTD | +16.7% | -13.6% | +30.3% | +18.0% |
| 1Y | +27.4% | -13.1% | +40.5% | +29.0% |
| All | +27.4% | -14.2% | +41.6% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling