+100.5%
WMT vs CAPR
+42.0%
+58.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | -1.0% |
| 7D | +0.1% | -9.5% | +9.6% | +0.2% |
| 30D | -5.0% | +121.5% | -126.5% | -5.5% |
| 3M | -11.3% | -65.4% | +54.1% | -11.1% |
| 6M | -13.8% | -67.5% | +53.7% | -13.6% |
| YTD | -4.2% | -68.6% | +64.4% | -4.0% |
| 1Y | +4.6% | +42.7% | -38.1% | +1.6% |
| 3Y | +100.5% | +43.4% | +57.1% | +81.5% |
| All | +100.5% | +42.0% | +58.5% | +81.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling