+1,068.1%
WMT vs CF
+5,315.1%
-4,247.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.8% |
| 7D | +1.6% | -3.2% | +4.8% | +1.8% |
| 30D | +16.1% | +4.3% | +11.7% | +15.6% |
| 3M | +12.3% | +2.8% | +9.5% | +11.8% |
| 6M | -3.1% | +0.6% | -3.7% | -3.5% |
| YTD | +13.4% | +56.6% | -43.2% | +8.3% |
| 1Y | +24.5% | +49.6% | -25.1% | +19.3% |
| 3Y | +135.7% | +61.5% | +74.2% | +122.7% |
| 5Y | +166.8% | +124.0% | +42.9% | +141.1% |
| 10Y | +543.4% | +573.2% | -29.7% | +407.2% |
| All | +1,068.1% | +5,315.1% | -4,247.0% | +520.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling