+178.4%
WMT vs CAG
-41.0%
+219.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.2% |
| 7D | +2.0% | -3.3% | +5.4% | +2.9% |
| 30D | +10.3% | +7.7% | +2.6% | +8.2% |
| 3M | +11.0% | -3.2% | +14.1% | +11.4% |
| 6M | -2.3% | +7.0% | -9.3% | -4.5% |
| YTD | +15.7% | -9.0% | +24.7% | +17.4% |
| 1Y | +26.0% | -9.6% | +35.6% | +27.9% |
| 3Y | +136.5% | -36.0% | +172.5% | +156.0% |
| All | +178.4% | -41.0% | +219.4% | +209.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling