+178.4%
WMT vs BWA
+27.4%
+151.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +2.0% | +4.3% | -2.2% | +1.7% |
| 30D | +10.3% | -13.0% | +23.3% | +11.3% |
| 3M | +11.0% | -24.8% | +35.8% | +13.2% |
| 6M | -2.3% | -23.5% | +21.2% | -0.7% |
| YTD | +15.7% | +13.8% | +1.9% | +13.0% |
| 1Y | +26.0% | +13.4% | +12.5% | +23.1% |
| 3Y | +136.5% | +62.8% | +73.7% | +119.5% |
| All | +178.4% | +27.4% | +151.0% | +159.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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