-3.1%
WMT vs CB
+13.6%
-16.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.0% |
| 7D | +1.6% | +0.2% | +1.4% | +1.6% |
| 30D | +16.1% | +9.1% | +7.0% | +12.8% |
| 3M | +12.3% | +3.4% | +8.9% | +10.5% |
| 6M | -3.1% | +14.1% | -17.2% | -7.2% |
| All | -3.1% | +13.6% | -16.7% | -7.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling