+8,919.3%
WMT vs CAG
+594.9%
+8,324.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.6% |
| 7D | +0.1% | -5.3% | +5.4% | +1.5% |
| 30D | -5.0% | +1.0% | -6.0% | -5.3% |
| 3M | -11.3% | +17.4% | -28.7% | -15.3% |
| 6M | -13.8% | -16.8% | +3.0% | -10.1% |
| YTD | -4.2% | -6.8% | +2.6% | -3.2% |
| 1Y | +4.6% | -15.4% | +19.9% | +8.1% |
| 3Y | +100.5% | -37.1% | +137.6% | +120.8% |
| 5Y | +129.7% | -41.3% | +170.9% | +156.1% |
| 10Y | +423.4% | -35.5% | +458.9% | +443.2% |
| All | +8,919.3% | +594.9% | +8,324.4% | +3,204.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling