+8,892.0%
WMT vs CDE
-89.9%
+8,982.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | -0.1% |
| 7D | -2.5% | -6.1% | +3.6% | -2.4% |
| 30D | -6.4% | +9.5% | -15.9% | -6.6% |
| 3M | -12.1% | +32.0% | -44.1% | -12.5% |
| 6M | -15.0% | -12.8% | -2.2% | -15.0% |
| YTD | -4.5% | +14.2% | -18.7% | -4.9% |
| 1Y | +6.2% | +36.3% | -30.1% | +5.3% |
| 3Y | +99.9% | +821.4% | -721.5% | +92.1% |
| 5Y | +131.4% | +194.3% | -62.8% | +124.3% |
| 10Y | +433.2% | +53.2% | +380.0% | +412.3% |
| All | +8,892.0% | -89.9% | +8,982.0% | +8,206.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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