+1,067.4%
WMT vs CAPR
-99.1%
+1,166.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.9% | +9.9% | -0.1% |
| 7D | +0.6% | +7.6% | -7.1% | +0.5% |
| 30D | +12.8% | +13.3% | -0.5% | +12.7% |
| 3M | +11.7% | +130.4% | -118.7% | +11.5% |
| 6M | -3.5% | -70.8% | +67.3% | -3.4% |
| YTD | +13.4% | -69.3% | +82.7% | +13.5% |
| 1Y | +23.6% | +59.5% | -35.9% | +22.6% |
| 3Y | +133.9% | +216.8% | -82.9% | +131.9% |
| 5Y | +170.1% | +152.7% | +17.4% | +167.9% |
| 10Y | +523.5% | -68.2% | +591.7% | +518.5% |
| All | +1,067.4% | -99.1% | +1,166.5% | +1,051.3% |
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