+170.1%
WMT vs CAPR
+151.3%
+18.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.9% | +9.9% | 0.0% |
| 7D | +0.6% | +7.6% | -7.1% | +0.5% |
| 30D | +12.8% | +13.3% | -0.5% | +12.6% |
| 3M | +11.7% | +130.4% | -118.7% | +10.9% |
| 6M | -3.5% | -70.8% | +67.3% | -3.3% |
| YTD | +13.4% | -69.3% | +82.7% | +13.6% |
| 1Y | +23.6% | +59.5% | -35.9% | +20.1% |
| 3Y | +133.9% | +216.8% | -82.9% | +119.2% |
| 5Y | +170.1% | +152.7% | +17.4% | +156.6% |
| All | +170.1% | +151.3% | +18.8% | +156.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling