+4.6%
WMT vs CF
+60.9%
-56.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.0% |
| 7D | +0.1% | -0.9% | +1.1% | +0.1% |
| 30D | -5.0% | +18.1% | -23.0% | -4.3% |
| 3M | -11.3% | +23.4% | -34.7% | -10.4% |
| 6M | -13.8% | +17.1% | -30.9% | -13.0% |
| YTD | -4.2% | +76.2% | -80.4% | -3.9% |
| 1Y | +4.6% | +62.3% | -57.7% | +4.7% |
| All | +4.6% | +60.9% | -56.4% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling