+523.5%
WMT vs CL
+78.1%
+445.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.2% |
| 7D | +0.6% | +2.6% | -2.0% | -0.6% |
| 30D | +12.8% | +11.8% | +1.0% | +7.4% |
| 3M | +11.7% | +5.9% | +5.8% | +8.9% |
| 6M | -3.5% | +13.3% | -16.8% | -8.8% |
| YTD | +13.4% | +27.1% | -13.7% | +1.8% |
| 1Y | +23.6% | +28.0% | -4.4% | +10.5% |
| 3Y | +133.9% | +39.4% | +94.5% | +97.2% |
| 5Y | +170.1% | +40.8% | +129.4% | +124.5% |
| 10Y | +523.5% | +84.9% | +438.6% | +347.3% |
| All | +523.5% | +78.1% | +445.4% | +347.3% |
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