+896.2%
WMT vs CAPR
-99.1%
+995.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.2% |
| 7D | +3.9% | -2.0% | +5.9% | +3.9% |
| 30D | -4.4% | +139.2% | -143.6% | -4.6% |
| 3M | -8.8% | -66.4% | +57.6% | -8.7% |
| 6M | -15.6% | -63.1% | +47.5% | -15.6% |
| YTD | -3.2% | -67.4% | +64.2% | -3.2% |
| 1Y | +7.0% | +58.2% | -51.2% | +6.2% |
| 3Y | +105.3% | +42.2% | +63.1% | +103.5% |
| 5Y | +129.3% | +87.3% | +42.0% | +127.3% |
| 10Y | +423.9% | -75.3% | +499.2% | +420.0% |
| All | +896.2% | -99.1% | +995.3% | +882.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling