+878.7%
WMT vs BR
+1,281.7%
-403.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -0.2% | -5.0% | +4.8% | +1.0% |
| 30D | -5.8% | -2.5% | -3.4% | -5.4% |
| 3M | -10.8% | +13.5% | -24.3% | -13.8% |
| 6M | -14.3% | -9.4% | -4.9% | -12.8% |
| YTD | -4.4% | -23.3% | +18.9% | +1.2% |
| 1Y | +4.3% | -31.6% | +35.9% | +13.7% |
| 3Y | +100.1% | -5.1% | +105.1% | +99.4% |
| 5Y | +130.8% | +8.2% | +122.6% | +119.6% |
| 10Y | +433.7% | +189.8% | +243.9% | +287.1% |
| All | +878.7% | +1,281.7% | -403.0% | +340.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling