+102.9%
WMT vs CF
+77.0%
+25.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.1% | -1.1% |
| 7D | +3.9% | +6.0% | -2.1% | +3.8% |
| 30D | -4.4% | +14.8% | -19.2% | -4.7% |
| 3M | -8.8% | +14.1% | -22.8% | -9.1% |
| 6M | -15.6% | +28.5% | -44.2% | -16.8% |
| YTD | -3.2% | +74.9% | -78.2% | -7.0% |
| 1Y | +7.0% | +61.7% | -54.6% | +3.4% |
| All | +102.9% | +77.0% | +25.9% | +90.0% |
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