+3,632.5%
WMT vs CB
+7,117.7%
-3,485.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.6% | -0.4% |
| 7D | +0.6% | +0.7% | -0.1% | +0.4% |
| 30D | +12.8% | +8.2% | +4.6% | +10.8% |
| 3M | +11.7% | +6.3% | +5.4% | +10.2% |
| 6M | -3.5% | +16.2% | -19.7% | -6.8% |
| YTD | +13.4% | +19.3% | -5.9% | +8.7% |
| 1Y | +23.6% | +29.2% | -5.6% | +16.4% |
| 3Y | +133.9% | +71.4% | +62.4% | +105.7% |
| 5Y | +170.1% | +104.2% | +65.9% | +126.4% |
| 10Y | +523.5% | +246.7% | +276.8% | +350.5% |
| All | +3,632.5% | +7,117.7% | -3,485.2% | +1,356.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling