+10,587.9%
WMT vs CI
+8,152.1%
+2,435.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.2% |
| 7D | -2.7% | -1.3% | -1.4% | -2.5% |
| 30D | +11.1% | +6.4% | +4.7% | +9.9% |
| 3M | +11.2% | +10.7% | +0.5% | +9.1% |
| 6M | -1.3% | +5.5% | -6.7% | -2.4% |
| YTD | +13.5% | +11.4% | +2.1% | +10.8% |
| 1Y | +22.5% | +15.0% | +7.5% | +18.9% |
| 3Y | +134.1% | +9.0% | +125.1% | +124.8% |
| 5Y | +170.3% | +52.0% | +118.3% | +141.1% |
| 10Y | +525.5% | +150.9% | +374.6% | +386.2% |
| All | +10,587.9% | +8,152.1% | +2,435.7% | +2,281.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling