+99.2%
WMT vs CAG
-39.3%
+138.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.4% |
| 7D | -2.5% | -5.9% | +3.4% | -1.5% |
| 30D | -6.4% | -1.5% | -4.9% | -6.3% |
| 3M | -12.1% | +11.5% | -23.6% | -14.0% |
| 6M | -15.0% | -15.7% | +0.7% | -13.1% |
| YTD | -4.5% | -10.2% | +5.7% | -3.1% |
| 1Y | +6.2% | -18.1% | +24.2% | +9.0% |
| All | +99.2% | -39.3% | +138.5% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 3y: compounded portfolio wealth divided by compounded CAG 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…
3y analysis · Full analysis span regression · 6 months rolling