+133.0%
WMT vs CF
+68.7%
+64.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -0.9% | +0.4% |
| 7D | -1.2% | +5.4% | -6.6% | -1.3% |
| 30D | +12.4% | +6.5% | +5.8% | +12.3% |
| 3M | +9.0% | +4.6% | +4.4% | +8.9% |
| 6M | -3.0% | -3.3% | +0.3% | -2.9% |
| YTD | +14.0% | +63.9% | -49.9% | +9.4% |
| 1Y | +23.0% | +50.4% | -27.4% | +18.9% |
| All | +133.0% | +68.7% | +64.3% | +115.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling