+433.7%
WMT vs CB
+219.8%
+213.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -0.2% | -0.5% | +0.3% | -0.1% |
| 30D | -5.8% | -3.1% | -2.8% | -5.1% |
| 3M | -10.8% | +4.2% | -14.9% | -11.8% |
| 6M | -14.3% | +4.7% | -19.1% | -15.5% |
| YTD | -4.4% | +8.8% | -13.2% | -6.7% |
| 1Y | +4.3% | +22.6% | -18.3% | -1.2% |
| 3Y | +100.1% | +70.6% | +29.4% | +73.9% |
| 5Y | +130.8% | +99.4% | +31.4% | +91.1% |
| 10Y | +433.7% | +223.5% | +210.3% | +280.5% |
| All | +433.7% | +219.8% | +213.9% | +280.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling