+7.0%
WMT vs CL
+8.2%
-1.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.6% |
| 7D | +3.9% | -2.2% | +6.1% | +4.8% |
| 30D | -4.4% | -4.8% | +0.4% | -2.7% |
| 3M | -8.8% | +4.9% | -13.7% | -10.1% |
| 6M | -15.6% | -5.7% | -9.9% | -14.2% |
| YTD | -3.2% | +14.4% | -17.6% | -5.1% |
| 1Y | +7.0% | +8.7% | -1.7% | +5.1% |
| All | +7.0% | +8.2% | -1.1% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 1y: compounded portfolio wealth divided by compounded CL 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…
1y analysis · Full analysis span regression · 6 months rolling