+614.0%
WMT vs CG
+323.7%
+290.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | +0.2% |
| 7D | -0.2% | -6.4% | +6.2% | +0.4% |
| 30D | -5.8% | -7.1% | +1.2% | -5.1% |
| 3M | -10.8% | -1.6% | -9.2% | -10.8% |
| 6M | -14.3% | -8.3% | -6.0% | -13.8% |
| YTD | -4.4% | -23.8% | +19.4% | -2.1% |
| 1Y | +4.3% | -28.7% | +33.1% | +7.4% |
| 3Y | +100.1% | +49.2% | +50.9% | +87.4% |
| 5Y | +130.8% | +5.5% | +125.3% | +119.6% |
| 10Y | +433.7% | +331.2% | +102.5% | +335.8% |
| All | +614.0% | +323.7% | +290.3% | +486.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling