+4,048.2%
WMT vs BWA
+3,492.4%
+555.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -3.9% | -1.6% |
| 7D | +3.9% | +5.7% | -1.7% | +3.0% |
| 30D | -4.4% | +1.4% | -5.8% | -4.7% |
| 3M | -8.8% | -12.1% | +3.3% | -7.2% |
| 6M | -15.6% | +28.6% | -44.2% | -19.6% |
| YTD | -3.2% | +51.1% | -54.3% | -10.6% |
| 1Y | +7.0% | +55.9% | -48.8% | -1.8% |
| 3Y | +105.3% | +70.1% | +35.2% | +82.5% |
| 5Y | +129.3% | +90.7% | +38.6% | +96.1% |
| 10Y | +423.9% | +154.0% | +270.0% | +305.3% |
| All | +4,048.2% | +3,492.4% | +555.8% | +1,652.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling