+1,091.0%
WMT vs CAPR
-99.0%
+1,190.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.9% | +8.4% | +1.5% |
| 7D | +2.0% | +5.9% | -3.8% | +2.0% |
| 30D | +10.3% | +44.6% | -34.3% | +10.2% |
| 3M | +11.0% | +126.4% | -115.4% | +10.7% |
| 6M | -2.3% | -68.6% | +66.2% | -2.3% |
| YTD | +15.7% | -67.0% | +82.7% | +15.7% |
| 1Y | +26.0% | +65.2% | -39.2% | +25.0% |
| 3Y | +136.5% | +235.6% | -99.1% | +134.4% |
| 5Y | +176.8% | +175.4% | +1.4% | +174.5% |
| 10Y | +537.5% | -65.0% | +602.5% | +532.2% |
| All | +1,091.0% | -99.0% | +1,190.0% | +1,074.4% |
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