+433.7%
WMT vs CL
+54.1%
+379.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -0.2% | -2.3% | +2.1% | +0.8% |
| 30D | -5.8% | -5.5% | -0.3% | -3.5% |
| 3M | -10.8% | +0.8% | -11.6% | -11.1% |
| 6M | -14.3% | -4.2% | -10.1% | -13.0% |
| YTD | -4.4% | +13.4% | -17.8% | -9.8% |
| 1Y | +4.3% | +7.1% | -2.7% | +0.7% |
| 3Y | +100.1% | +29.0% | +71.0% | +74.2% |
| 5Y | +130.8% | +28.3% | +102.5% | +99.7% |
| 10Y | +433.7% | +57.3% | +376.4% | +306.8% |
| All | +433.7% | +54.1% | +379.7% | +306.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling