+428.1%
WMT vs CG
+314.7%
+113.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.5% |
| 7D | 0.0% | -9.9% | +9.9% | +1.2% |
| 30D | -7.4% | -11.7% | +4.2% | -6.2% |
| 3M | -10.9% | -4.3% | -6.6% | -10.6% |
| 6M | -12.7% | -8.8% | -3.9% | -12.1% |
| YTD | -3.2% | -26.9% | +23.6% | -0.2% |
| 1Y | +5.3% | -35.4% | +40.7% | +9.9% |
| 3Y | +101.9% | +43.0% | +58.8% | +88.4% |
| 5Y | +134.6% | +1.9% | +132.7% | +122.4% |
| All | +428.1% | +314.7% | +113.3% | +329.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling