+433.7%
WMT vs CAPR
-77.3%
+511.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | -0.2% |
| 7D | -0.2% | -12.6% | +12.4% | -0.2% |
| 30D | -5.8% | +124.4% | -130.3% | -6.0% |
| 3M | -10.8% | -66.8% | +56.0% | -10.7% |
| 6M | -14.3% | -71.8% | +57.4% | -14.3% |
| YTD | -4.4% | -70.1% | +65.7% | -4.3% |
| 1Y | +4.3% | +33.3% | -29.0% | +3.4% |
| 3Y | +100.1% | +36.7% | +63.4% | +98.3% |
| 5Y | +130.8% | +72.5% | +58.4% | +129.4% |
| 10Y | +433.7% | -77.3% | +511.0% | +443.2% |
| All | +433.7% | -77.3% | +511.0% | +443.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling