+764.2%
WMT vs CG
+282.0%
+482.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.4% |
| 7D | +2.0% | +0.2% | +1.9% | +2.0% |
| 30D | +10.3% | +11.2% | -0.9% | +9.0% |
| 3M | +11.0% | -22.1% | +33.0% | +13.7% |
| 6M | -2.3% | -17.9% | +15.6% | -0.6% |
| YTD | +15.7% | -31.3% | +47.0% | +19.6% |
| 1Y | +26.0% | -24.0% | +49.9% | +28.7% |
| 3Y | +136.5% | +45.0% | +91.5% | +122.1% |
| 5Y | +176.8% | -22.6% | +199.5% | +171.9% |
| 10Y | +537.5% | +282.1% | +255.4% | +426.5% |
| All | +764.2% | +282.0% | +482.2% | +616.7% |
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