+10,793.7%
WMT vs CAG
+578.5%
+10,215.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.0% |
| 3M | +11.0% | -3.2% | +14.1% | +11.6% |
| 6M | -2.3% | +7.0% | -9.3% | -4.6% |
| YTD | +15.7% | -9.0% | +24.7% | +17.4% |
| 1Y | +26.0% | -9.6% | +35.6% | +28.0% |
| 3Y | +136.5% | -36.0% | +172.5% | +159.1% |
| 5Y | +176.8% | -40.9% | +217.7% | +207.7% |
| 10Y | +537.5% | -37.3% | +574.9% | +567.5% |
| All | +10,793.7% | +578.5% | +10,215.2% | +3,907.9% |
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