+129.7%
WMT vs CB
+98.8%
+30.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.6% |
| 7D | +0.1% | -0.6% | +0.7% | +0.3% |
| 30D | -5.0% | -3.9% | -1.1% | -4.0% |
| 3M | -11.3% | +4.9% | -16.2% | -12.5% |
| 6M | -13.8% | +3.3% | -17.1% | -14.6% |
| YTD | -4.2% | +8.5% | -12.7% | -6.4% |
| 1Y | +4.6% | +22.1% | -17.5% | -0.9% |
| 3Y | +100.5% | +70.1% | +30.4% | +76.7% |
| 5Y | +129.7% | +97.4% | +32.3% | +94.6% |
| All | +129.7% | +98.8% | +30.8% | +94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling