+544.2%
WMT vs CI
+146.2%
+398.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +2.0% | +1.2% | +0.9% | +1.8% |
| 30D | +10.3% | +2.6% | +7.7% | +9.8% |
| 3M | +11.0% | +7.4% | +3.5% | +9.6% |
| 6M | -2.3% | -0.1% | -2.2% | -2.5% |
| YTD | +15.7% | +9.7% | +6.0% | +13.6% |
| 1Y | +26.0% | +12.1% | +13.8% | +23.2% |
| 3Y | +136.5% | +7.0% | +129.5% | +128.8% |
| 5Y | +176.8% | +49.7% | +127.1% | +148.8% |
| All | +544.2% | +146.2% | +398.0% | +436.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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