+428.1%
WMT vs BR
+189.7%
+238.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | 0.0% | -3.0% | +3.0% | +0.7% |
| 30D | -7.4% | -0.3% | -7.1% | -7.4% |
| 3M | -10.9% | +17.3% | -28.2% | -14.6% |
| 6M | -12.7% | -6.7% | -6.0% | -11.6% |
| YTD | -3.2% | -23.4% | +20.2% | +2.9% |
| 1Y | +5.3% | -32.7% | +37.9% | +16.0% |
| 3Y | +101.9% | -5.9% | +107.8% | +102.2% |
| 5Y | +134.6% | +8.4% | +126.1% | +122.9% |
| All | +428.1% | +189.7% | +238.4% | +311.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling