+10,632.1%
WMT vs CI
+8,010.3%
+2,621.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.7% |
| 7D | -1.2% | -1.7% | +0.5% | -0.9% |
| 30D | +12.4% | +4.9% | +7.5% | +11.4% |
| 3M | +9.0% | +7.4% | +1.6% | +7.6% |
| 6M | -3.0% | +0.4% | -3.3% | -3.2% |
| YTD | +14.0% | +9.5% | +4.5% | +11.6% |
| 1Y | +23.0% | +12.0% | +11.1% | +19.9% |
| 3Y | +135.1% | +7.1% | +128.0% | +126.5% |
| 5Y | +172.7% | +49.3% | +123.4% | +144.1% |
| 10Y | +528.1% | +146.6% | +381.5% | +389.8% |
| All | +10,632.1% | +8,010.3% | +2,621.8% | +2,299.0% |
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 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