+523.5%
WMT vs CF
+494.2%
+29.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.2% |
| 7D | +0.6% | +4.8% | -4.2% | +0.3% |
| 30D | +12.8% | +9.7% | +3.1% | +12.2% |
| 3M | +11.7% | +1.2% | +10.5% | +11.5% |
| 6M | -3.5% | +7.4% | -10.9% | -4.1% |
| YTD | +13.4% | +60.5% | -47.1% | +9.4% |
| 1Y | +23.6% | +50.7% | -27.1% | +19.7% |
| 3Y | +133.9% | +64.8% | +69.1% | +123.7% |
| 5Y | +170.1% | +115.8% | +54.3% | +150.6% |
| 10Y | +523.5% | +481.0% | +42.5% | +462.8% |
| All | +523.5% | +494.2% | +29.3% | +462.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling