-15.6%
WMT vs CF
+27.0%
-42.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.1% | -1.4% |
| 7D | +3.9% | +6.0% | -2.1% | +4.3% |
| 30D | -4.4% | +14.8% | -19.2% | -3.6% |
| 3M | -8.8% | +14.1% | -22.8% | -8.0% |
| 6M | -15.6% | +28.5% | -44.2% | -14.5% |
| All | -15.6% | +27.0% | -42.6% | -14.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling