+129.7%
WMT vs C
+128.9%
+0.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | +0.1% | +3.2% | -3.0% | -0.2% |
| 30D | -5.0% | +1.3% | -6.2% | -5.1% |
| 3M | -11.3% | +3.1% | -14.4% | -11.7% |
| 6M | -13.8% | +29.6% | -43.4% | -16.7% |
| YTD | -4.2% | +19.0% | -23.2% | -6.7% |
| 1Y | +4.6% | +45.6% | -41.1% | -1.3% |
| 3Y | +100.5% | +269.3% | -168.8% | +68.3% |
| 5Y | +129.7% | +131.6% | -1.9% | +98.7% |
| All | +129.7% | +128.9% | +0.8% | +98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling