+129.7%
WMT vs CI
+40.1%
+89.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.8% |
| 7D | +0.1% | -2.0% | +2.1% | +0.4% |
| 30D | -5.0% | -1.8% | -3.1% | -4.7% |
| 3M | -11.3% | -4.2% | -7.1% | -10.9% |
| 6M | -13.8% | +2.7% | -16.5% | -14.2% |
| YTD | -4.2% | +1.9% | -6.1% | -4.6% |
| 1Y | +4.6% | -6.3% | +10.8% | +4.8% |
| 3Y | +100.5% | +3.9% | +96.6% | +95.9% |
| 5Y | +129.7% | +41.9% | +87.8% | +108.0% |
| All | +129.7% | +40.1% | +89.6% | +108.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling