+4.3%
WMT vs CB
+22.9%
-18.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -5.0% |
| 3M | -10.8% | +4.2% | -14.9% | -11.9% |
| 6M | -14.3% | +4.7% | -19.1% | -15.5% |
| YTD | -4.4% | +8.8% | -13.2% | -6.6% |
| 1Y | +4.3% | +22.6% | -18.3% | -2.5% |
| All | +4.3% | +22.9% | -18.6% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling