+421.1%
WMT vs C
+301.2%
+119.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -2.5% | +0.3% | -2.7% | -2.5% |
| 30D | -6.4% | +2.0% | -8.4% | -6.7% |
| 3M | -12.1% | +4.4% | -16.5% | -12.7% |
| 6M | -15.0% | +28.3% | -43.3% | -18.0% |
| YTD | -4.5% | +20.5% | -25.0% | -7.4% |
| 1Y | +6.2% | +45.5% | -39.4% | 0.0% |
| 3Y | +99.9% | +274.0% | -174.1% | +63.8% |
| 5Y | +131.4% | +136.1% | -4.7% | +100.1% |
| All | +421.1% | +301.2% | +119.9% | +309.3% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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