+421.1%
WMT vs CI
+144.3%
+276.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.3% |
| 7D | -2.5% | -1.3% | -1.2% | -2.3% |
| 30D | -6.4% | +3.1% | -9.6% | -6.9% |
| 3M | -12.1% | -4.5% | -7.6% | -11.5% |
| 6M | -15.0% | +8.3% | -23.2% | -16.2% |
| YTD | -4.5% | +3.8% | -8.3% | -5.4% |
| 1Y | +6.2% | -5.0% | +11.2% | +6.2% |
| 3Y | +99.9% | +5.8% | +94.1% | +93.5% |
| 5Y | +131.4% | +50.6% | +80.8% | +107.4% |
| All | +421.1% | +144.3% | +276.8% | +326.0% |
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